UniCredit Call 60 SGM 18.06.2025/  DE000HD1EFC2  /

Frankfurt Zert./HVB
2024-07-05  7:37:10 PM Chg.+0.010 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
0.067EUR +17.54% 0.064
Bid Size: 30,000
0.074
Ask Size: 30,000
STMICROELECTRONICS 60.00 - 2025-06-18 Call
 

Master data

WKN: HD1EFC
Issuer: UniCredit
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-06-18
Issue date: 2023-12-27
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.61
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.30
Parity: -2.11
Time value: 0.07
Break-even: 60.74
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 15.63%
Delta: 0.14
Theta: 0.00
Omega: 7.13
Rho: 0.04
 

Quote data

Open: 0.065
High: 0.069
Low: 0.063
Previous Close: 0.057
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.00%
1 Month
  -39.09%
3 Months
  -33.00%
YTD
  -79.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.046
1M High / 1M Low: 0.110 0.046
6M High / 6M Low: 0.240 0.046
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-07-01 0.046
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.44%
Volatility 6M:   179.78%
Volatility 1Y:   -
Volatility 3Y:   -