UC WAR. PUT 03/25 SGM/ DE000HD5HQA7 /
| 9/20/2024 11:46:47 AM | Chg.- | Bid1:11:05 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4800EUR | - | 1.4800 Bid Size: 125,000 |
- Ask Size: - |
STMICROELECTRONICS | 40.00 - | 3/19/2025 | Put |
Master data
| WKN: | HD5HQA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 9/20/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -1.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.47 |
|---|---|
| Intrinsic value: | 1.47 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.34 |
| Parity: | 1.47 |
| Time value: | 0.03 |
| Break-even: | 25.00 |
| Moneyness: | 1.58 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | -0.81 |
| Theta: | -0.01 |
| Omega: | -1.37 |
| Rho: | -0.16 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.4800 |
| Low: | 1.4300 |
| Previous Close: | 1.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +6.47% | ||
| 3 Months | +214.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.5000 | 1.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.4460 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 64.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
