UniCredit Put 50 SGM 18.06.2025
/ DE000HD1EFF5
UniCredit Put 50 SGM 18.06.2025/ DE000HD1EFF5 /
| 2024-07-05 9:01:57 PM |
Chg.-0.08 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-6.40% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
50.00 - |
2025-06-18 |
Put |
Master data
| WKN: |
HD1EFF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
1.11 |
| Time value: |
0.07 |
| Break-even: |
38.20 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-2.22 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.17 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.43% |
| 1 Month |
|
|
+13.59% |
| 3 Months |
|
|
-4.88% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.17 |
| 1M High / 1M Low: |
1.40 |
0.98 |
| 6M High / 6M Low: |
1.40 |
0.89 |
| High (YTD): |
2024-07-01 |
1.40 |
| Low (YTD): |
2024-03-07 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.32% |
| Volatility 6M: |
|
68.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
