UC WAR. CALL 09/24 SGM/ DE000HD03380 /
| 6/21/2024 9:45:14 PM | Chg.-0.0050 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0100EUR | -33.33% | 0.0010 Bid Size: 15,000 |
0.0390 Ask Size: 15,000 |
STMICROELECTRONICS | 55.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0338 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 226.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.31 |
| Parity: | -1.66 |
| Time value: | 0.02 |
| Break-even: | 55.17 |
| Moneyness: | 0.70 |
| Premium: | 0.44 |
| Premium p.a.: | 3.41 |
| Spread abs.: | 0.01 |
| Spread %: | 142.86% |
| Delta: | 0.05 |
| Theta: | -0.01 |
| Omega: | 12.38 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0060 |
|---|---|
| High: | 0.0100 |
| Low: | 0.0060 |
| Previous Close: | 0.0150 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -44.44% | ||
|---|---|---|---|
| 1 Month | +25.00% | ||
| 3 Months | -83.61% | ||
| YTD | -95.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0180 | 0.0150 |
|---|---|---|
| 1M High / 1M Low: | 0.0230 | 0.0060 |
| 6M High / 6M Low: | 0.2400 | 0.0060 |
| High (YTD): | 1/2/2024 | 0.1800 |
| Low (YTD): | 5/30/2024 | 0.0060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0168 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0147 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0641 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 428.85% | |
| Volatility 6M: | 301.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
