UC WAR. CALL 06/24 SGM/ DE000HD03364 /
| 2024-05-23 9:46:31 AM | Chg.+0.0110 | Bid11:15:20 AM | Ask11:15:20 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0930EUR | +13.41% | 0.0870 Bid Size: 200,000 |
0.0920 Ask Size: 200,000 |
STMICROELECTRONICS | 40.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD0336 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.31 |
| Parity: | -0.12 |
| Time value: | 0.13 |
| Break-even: | 41.30 |
| Moneyness: | 0.97 |
| Premium: | 0.06 |
| Premium p.a.: | 1.30 |
| Spread abs.: | 0.04 |
| Spread %: | 44.44% |
| Delta: | 0.43 |
| Theta: | -0.03 |
| Omega: | 12.80 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0930 |
| Previous Close: | 0.0820 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.14% | ||
|---|---|---|---|
| 1 Month | -28.46% | ||
| 3 Months | -77.32% | ||
| YTD | -88.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0860 | 0.0430 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0430 |
| 6M High / 6M Low: | 0.8700 | 0.0430 |
| High (YTD): | 2024-01-02 | 0.6800 |
| Low (YTD): | 2024-05-21 | 0.0430 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0710 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0951 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4055 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 525.19% | |
| Volatility 6M: | 259.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
