UC WAR. PUT 09/24 SGM/ DE000HD0NRN7 /
| 2024-07-05 9:47:07 PM | Chg.-0.0500 | Bid2024-07-05 | Ask2024-07-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | -15.15% | 0.2700 Bid Size: 20,000 |
0.2800 Ask Size: 20,000 |
STMICROELECTRONICS | 40.00 - | 2024-09-18 | Put |
Master data
| WKN: | HD0NRN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.31 |
| Parity: | 0.19 |
| Time value: | 0.15 |
| Break-even: | 36.60 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 3.03% |
| Delta: | -0.57 |
| Theta: | -0.01 |
| Omega: | -6.38 |
| Rho: | -0.05 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.3100 |
| Low: | 0.2800 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.88% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | -31.71% | ||
| YTD | +3.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.1900 |
| 6M High / 6M Low: | 0.5100 | 0.1900 |
| High (YTD): | 2024-04-19 | 0.5100 |
| Low (YTD): | 2024-06-12 | 0.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3195 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3443 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 218.90% | |
| Volatility 6M: | 154.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
