UC WAR. PUT 03/25 SGM/ DE000HD43HN2 /
| 2024-07-05 9:46:18 PM | Chg.-0.0700 | Bid2024-07-05 | Ask2024-07-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1500EUR | -5.74% | 1.1400 Bid Size: 15,000 |
1.1500 Ask Size: 15,000 |
STMICROELECTRONICS | 50.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD43HN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.30 |
| Parity: | 1.11 |
| Time value: | 0.04 |
| Break-even: | 38.50 |
| Moneyness: | 1.28 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 0.88% |
| Delta: | -0.73 |
| Theta: | 0.00 |
| Omega: | -2.46 |
| Rho: | -0.28 |
Quote data
| Open: | 1.1800 |
|---|---|
| High: | 1.1800 |
| Low: | 1.1400 |
| Previous Close: | 1.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.44% | ||
|---|---|---|---|
| 1 Month | +16.16% | ||
| 3 Months | -6.50% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3800 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 0.9500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1862 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.12% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
