UniCredit Call 50 SGM 17.12.2025/  DE000HD6SAF5  /

EUWAX
31/07/2024  10:43:21 Chg.+0.005 Bid14:00:09 Ask14:00:09 Underlying Strike price Expiration date Option type
0.087EUR +6.10% 0.087
Bid Size: 250,000
0.090
Ask Size: 250,000
STMICROELECTRONICS 50.00 - 17/12/2025 Call
 

Master data

WKN: HD6SAF
Issuer: UniCredit
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 17/12/2025
Issue date: 01/07/2024
Last trading day: 16/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.37
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.32
Parity: -1.96
Time value: 0.09
Break-even: 50.86
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 10.26%
Delta: 0.16
Theta: 0.00
Omega: 5.81
Rho: 0.06
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.082
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -