UniCredit Call 40 SGM 18.09.2024
/ DE000HD03372
UniCredit Call 40 SGM 18.09.2024/ DE000HD03372 /
| 7/5/2024 7:39:52 PM |
Chg.+0.040 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+23.53% |
0.210
Bid Size: 25,000 |
0.220
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: |
21.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
-0.19 |
| Time value: |
0.18 |
| Break-even: |
41.80 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
9.13 |
| Rho: |
0.03 |
Quote data
| Open: |
0.200 |
| High: |
0.220 |
| Low: |
0.200 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
-34.38% |
| YTD |
|
|
-76.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 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: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.20% |
| Volatility 6M: |
|
186.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
