UniCredit Call 45 SGM 18.09.2024
/ DE000HC9XSL0
UniCredit Call 45 SGM 18.09.2024/ DE000HC9XSL0 /
| 05/07/2024 19:36:19 |
Chg.+0.015 |
Bid21:59:24 |
Ask21:59:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+29.41% |
0.065
Bid Size: 30,000 |
0.075
Ask Size: 30,000 |
STMICROELECTRONICS |
45.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XSL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
64.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
-0.69 |
| Time value: |
0.06 |
| Break-even: |
45.59 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
12.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.061 |
| High: |
0.070 |
| Low: |
0.060 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.38% |
| 1 Month |
|
|
-49.23% |
| 3 Months |
|
|
-58.75% |
| YTD |
|
|
-88.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.032 |
| 1M High / 1M Low: |
0.160 |
0.032 |
| 6M High / 6M Low: |
0.430 |
0.032 |
| High (YTD): |
02/01/2024 |
0.530 |
| Low (YTD): |
01/07/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.74% |
| Volatility 6M: |
|
235.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
