UC WAR. PUT 03/25 SGM/ DE000HD5HQA7 /
| 2024-07-30 1:46:07 PM | Chg.+0.0200 | Bid2:55:48 PM | Ask2:55:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | +2.15% | 0.9400 Bid Size: 125,000 |
0.9500 Ask Size: 125,000 |
STMICROELECTRONICS | 40.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD5HQA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.89 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.32 |
| Parity: | 0.89 |
| Time value: | 0.05 |
| Break-even: | 30.60 |
| Moneyness: | 1.29 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 1.08% |
| Delta: | -0.73 |
| Theta: | 0.00 |
| Omega: | -2.40 |
| Rho: | -0.20 |
Quote data
| Open: | 0.9500 |
|---|---|
| High: | 0.9600 |
| Low: | 0.9500 |
| Previous Close: | 0.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +75.93% | ||
|---|---|---|---|
| 1 Month | +66.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9500 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.4300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5505 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 271.04% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
