UniCredit Call 40 SGM 18.09.2024
/ DE000HD03372
UniCredit Call 40 SGM 18.09.2024/ DE000HD03372 /
| 2024-06-27 9:53:33 AM |
Chg.+0.010 |
Bid2024-06-27 |
Ask2024-06-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.140
Bid Size: 225,000 |
0.150
Ask Size: 225,000 |
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: |
24.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-0.32 |
| Time value: |
0.15 |
| Break-even: |
41.50 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
9.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-67.44% |
| YTD |
|
|
-84.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.130 |
| 1M High / 1M Low: |
0.390 |
0.130 |
| 6M High / 6M Low: |
0.910 |
0.130 |
| High (YTD): |
2024-01-02 |
0.820 |
| Low (YTD): |
2024-06-26 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.418 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.65% |
| Volatility 6M: |
|
179.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
