UniCredit Put 40 SGM 18.12.2024
/ DE000HD43HH4
UniCredit Put 40 SGM 18.12.2024/ DE000HD43HH4 /
| 2024-07-05 7:27:07 PM |
Chg.-0.050 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-11.90% |
0.370
Bid Size: 25,000 |
0.380
Ask Size: 25,000 |
STMICROELECTRONICS |
40.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HD43HH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.27 |
| Break-even: |
36.20 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-4.84 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.00% |
| 1 Month |
|
|
+23.33% |
| 3 Months |
|
|
-22.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.370 |
| 1M High / 1M Low: |
0.530 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
