UniCredit Call 38 SGM 18.09.2024
/ DE000HD4VVA1
UniCredit Call 38 SGM 18.09.2024/ DE000HD4VVA1 /
| 2024-06-20 4:08:01 PM |
Chg.+0.020 |
Bid4:09:54 PM |
Ask4:09:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+6.90% |
0.300
Bid Size: 150,000 |
0.310
Ask Size: 150,000 |
STMICROELECTRONICS |
38.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD4VVA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.02 |
| Time value: |
0.28 |
| Break-even: |
41.00 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
7.23 |
| Rho: |
0.05 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.61% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.290 |
| 1M High / 1M Low: |
0.530 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
