UC WAR. PUT 06/24 SGM/ DE000HC7DKS8 /
| 5/6/2024 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 - | 6/19/2024 | Put |
Master data
| WKN: | HC7DKS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 6/16/2023 |
| Last trading day: | 5/7/2024 |
| 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): | 5/2/2024 | 1.3500 |
| Low (YTD): | 3/7/2024 | 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: | - |
