UniCredit Put 50 SGM 18.06.2025
/ DE000HD1EFF5
UniCredit Put 50 SGM 18.06.2025/ DE000HD1EFF5 /
| 7/16/2024 10:40:04 AM |
Chg.+0.010 |
Bid11:02:39 AM |
Ask11:02:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+0.84% |
1.190
Bid Size: 100,000 |
1.200
Ask Size: 100,000 |
STMICROELECTRONICS |
50.00 - |
6/18/2025 |
Put |
Master data
| WKN: |
HD1EFF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
1.11 |
| Time value: |
0.10 |
| Break-even: |
37.90 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-2.12 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.200 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
-6.25% |
| YTD |
|
|
+31.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.140 |
| 1M High / 1M Low: |
1.400 |
1.120 |
| 6M High / 6M Low: |
1.400 |
0.880 |
| High (YTD): |
7/1/2024 |
1.400 |
| Low (YTD): |
3/7/2024 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.68% |
| Volatility 6M: |
|
71.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
