UC WAR. PUT 12/24 SGM/ DE000HD43HH4 /
| 2024-07-30 7:46:19 PM | Chg.+0.0800 | Bid2024-07-30 | Ask2024-07-30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9800EUR | +8.89% | 0.9700 Bid Size: 35,000 |
0.9800 Ask Size: 35,000 |
STMICROELECTRONICS | 40.00 - | 2024-12-18 | Put |
Master data
| WKN: | HD43HH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.89 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.32 |
| Parity: | 0.89 |
| Time value: | 0.03 |
| Break-even: | 30.80 |
| Moneyness: | 1.29 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 1.10% |
| Delta: | -0.79 |
| Theta: | 0.00 |
| Omega: | -2.68 |
| Rho: | -0.13 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 0.9800 |
| Low: | 0.9200 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +108.51% | ||
|---|---|---|---|
| 1 Month | +92.16% | ||
| 3 Months | +92.16% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.9300 | 0.3600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4905 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 345.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
