UniCredit Call 40 SGM 18.09.2024
/ DE000HD03372
UniCredit Call 40 SGM 18.09.2024/ DE000HD03372 /
| 7/12/2024 7:27:36 PM |
Chg.+0.040 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+22.22% |
0.190
Bid Size: 25,000 |
0.200
Ask Size: 25,000 |
STMICROELECTRONICS |
40.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0337 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-0.12 |
| Time value: |
0.19 |
| Break-even: |
41.90 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
9.55 |
| Rho: |
0.03 |
Quote data
| Open: |
0.180 |
| High: |
0.220 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
-43.59% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-75.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.390 |
0.110 |
| 6M High / 6M Low: |
0.720 |
0.110 |
| High (YTD): |
1/2/2024 |
0.820 |
| Low (YTD): |
7/1/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.69% |
| Volatility 6M: |
|
192.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
