UniCredit Call 40 SGM 19.06.2024
/ DE000HD03364
UniCredit Call 40 SGM 19.06.2024/ DE000HD03364 /
| 2024-05-24 7:27:46 PM |
Chg.-0.009 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-12.00% |
0.065
Bid Size: 30,000 |
0.075
Ask Size: 30,000 |
STMICROELECTRONICS |
40.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0336 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
51.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
-0.13 |
| Time value: |
0.08 |
| Break-even: |
40.75 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
15.38% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
18.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.059 |
| High: |
0.067 |
| Low: |
0.058 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
-67.00% |
| 3 Months |
|
|
-83.90% |
| YTD |
|
|
-91.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.042 |
| 1M High / 1M Low: |
0.200 |
0.042 |
| 6M High / 6M Low: |
0.880 |
0.042 |
| High (YTD): |
2024-01-02 |
0.710 |
| Low (YTD): |
2024-05-21 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.394 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
547.86% |
| Volatility 6M: |
|
283.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
