UC WAR. PUT 06/24 SGM/ DE000HC9XSK2 /
| 5/23/2024 1:45:40 PM | Chg.-0.0300 | Bid5/23/2024 | Ask5/23/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -15.79% | 0.1500 Bid Size: 150,000 |
0.1600 Ask Size: 150,000 |
STMICROELECTRONICS | 40.00 - | 6/19/2024 | Put |
Master data
| WKN: | HC9XSK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -17.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.31 |
| Parity: | 0.12 |
| Time value: | 0.10 |
| Break-even: | 37.80 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.04 |
| Spread %: | 22.22% |
| Delta: | -0.58 |
| Theta: | -0.03 |
| Omega: | -10.29 |
| Rho: | -0.02 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1600 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.81% | ||
|---|---|---|---|
| 1 Month | -52.94% | ||
| 3 Months | -23.81% | ||
| YTD | -15.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.1800 |
| 6M High / 6M Low: | 0.4200 | 0.1200 |
| High (YTD): | 4/19/2024 | 0.4200 |
| Low (YTD): | 3/7/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2490 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 289.59% | |
| Volatility 6M: | 200.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
