UC WAR. CALL 06/24 SGM/ DE000HD03364 /
| 2024-05-24 9:46:26 PM | Chg.-0.0050 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0690EUR | -6.76% | 0.0660 Bid Size: 30,000 |
0.0760 Ask Size: 30,000 |
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: | 50.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.30 |
| Parity: | -0.11 |
| Time value: | 0.08 |
| Break-even: | 40.77 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 0.93 |
| Spread abs.: | 0.01 |
| Spread %: | 14.93% |
| Delta: | 0.39 |
| Theta: | -0.02 |
| Omega: | 19.47 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0620 |
|---|---|
| High: | 0.0690 |
| Low: | 0.0620 |
| Previous Close: | 0.0740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -68.64% | ||
| 3 Months | -83.17% | ||
| YTD | -91.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0820 | 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: | 0.0686 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0857 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3978 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 480.52% | |
| Volatility 6M: | 259.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
