UniCredit Call 40 SGM 18.09.2024/  DE000HD03372  /

Frankfurt Zert./HVB
2024-07-26  7:30:38 PM Chg.-0.005 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
0.007EUR -41.67% 0.006
Bid Size: 40,000
0.014
Ask Size: 40,000
STMICROELECTRONICS 40.00 - 2024-09-18 Call
 

Master data

WKN: HD0337
Issuer: UniCredit
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-18
Issue date: 2023-10-23
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 159.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.33
Parity: -0.80
Time value: 0.02
Break-even: 40.20
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 3.71
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.09
Theta: -0.01
Omega: 14.68
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.009
Low: 0.005
Previous Close: 0.012
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -92.22%
1 Month
  -94.62%
3 Months
  -97.59%
YTD
  -99.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.012
1M High / 1M Low: 0.220 0.012
6M High / 6M Low: 0.720 0.012
High (YTD): 2024-01-02 0.820
Low (YTD): 2024-07-25 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   456.28%
Volatility 6M:   249.76%
Volatility 1Y:   -
Volatility 3Y:   -