UniCredit Call 45 SGM 18.09.2024
/ DE000HC9XSL0
UniCredit Call 45 SGM 18.09.2024/ DE000HC9XSL0 /
| 7/12/2024 1:56:44 PM |
Chg.+0.004 |
Bid2:55:11 PM |
Ask2:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+8.16% |
0.052
Bid Size: 225,000 |
0.057
Ask Size: 225,000 |
STMICROELECTRONICS |
45.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9XSL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-0.62 |
| Time value: |
0.06 |
| Break-even: |
45.56 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
13.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.048 |
| High: |
0.053 |
| Low: |
0.048 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.90% |
| 1 Month |
|
|
-66.88% |
| 3 Months |
|
|
-66.88% |
| YTD |
|
|
-91.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.046 |
| 1M High / 1M Low: |
0.160 |
0.033 |
| 6M High / 6M Low: |
0.440 |
0.033 |
| High (YTD): |
1/2/2024 |
0.530 |
| Low (YTD): |
7/1/2024 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.85% |
| Volatility 6M: |
|
232.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
