UC WAR. PUT 09/24 SGM/ DE000HD0NRN7 /
13/08/2024 11:46:45 | Chg.- | Bid12:50:18 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3100EUR | - | 1.3400 Bid Size: 125,000 |
- Ask Size: - |
STMICROELECTRONICS | 40.00 - | 18/09/2024 | Put |
Master data
WKN: | HD0NRN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 18/09/2024 |
Issue date: | 13/11/2023 |
Last trading day: | 13/08/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -2.15 |
Leverage: | Yes |
Calculated values
Fair value: | 1.12 |
---|---|
Intrinsic value: | 1.12 |
Implied volatility: | 2.24 |
Historic volatility: | 0.32 |
Parity: | 1.12 |
Time value: | 0.22 |
Break-even: | 26.60 |
Moneyness: | 1.39 |
Premium: | 0.08 |
Premium p.a.: | 4.25 |
Spread abs.: | 0.06 |
Spread %: | 4.69% |
Delta: | -0.68 |
Theta: | -0.15 |
Omega: | -1.46 |
Rho: | -0.01 |
Quote data
Open: | 1.3100 |
---|---|
High: | 1.3100 |
Low: | 1.3100 |
Previous Close: | 1.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +6.50% | ||
3 Months | +285.29% | ||
YTD | +385.19% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 1.3900 | 1.2300 |
6M High / 6M Low: | 1.3900 | 0.1900 |
High (YTD): | 07/08/2024 | 1.3900 |
Low (YTD): | 12/06/2024 | 0.1900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.3100 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4425 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 80.51% | |
Volatility 6M: | 237.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |