UC WAR. PUT 06/24 SGM/ DE000HC7DKS8 /
2024-05-06 1:46:26 PM | Chg.- | Bid2:19:30 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2500EUR | - | 1.2300 Bid Size: 90,000 |
- Ask Size: - |
STMICROELECTRONICS | 50.00 - | 2024-06-19 | Put |
Master data
WKN: | HC7DKS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-06-16 |
Last trading day: | 2024-05-07 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.07 |
Leverage: | Yes |
Calculated values
Fair value: | 1.13 |
---|---|
Intrinsic value: | 1.13 |
Implied volatility: | 1.13 |
Historic volatility: | 0.30 |
Parity: | 1.13 |
Time value: | 0.13 |
Break-even: | 37.40 |
Moneyness: | 1.29 |
Premium: | 0.03 |
Premium p.a.: | 0.59 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.76 |
Theta: | -0.07 |
Omega: | -2.34 |
Rho: | -0.03 |
Quote data
Open: | 1.2700 |
---|---|
High: | 1.2800 |
Low: | 1.2500 |
Previous Close: | 1.2800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +25.00% | ||
3 Months | +42.05% | ||
YTD | +98.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 1.3500 | 1.0000 |
6M High / 6M Low: | 1.3500 | 0.5700 |
High (YTD): | 2024-05-02 | 1.3500 |
Low (YTD): | 2024-03-07 | 0.6400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.2014 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9104 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 90.16% | |
Volatility 6M: | 111.00% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |