UniCredit Call 40 SGM 19.06.2024
/ DE000HD03364
UniCredit Call 40 SGM 19.06.2024/ DE000HD03364 /
| 05/06/2024 13:35:19 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
40.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD0336 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
05/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.30 |
| Parity: |
-0.06 |
| Time value: |
0.09 |
| Break-even: |
40.86 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
26.35 |
| Spread abs.: |
-0.02 |
| Spread %: |
-21.82% |
| Delta: |
0.43 |
| Theta: |
-0.14 |
| Omega: |
19.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.070 |
| High: |
0.086 |
| Low: |
0.070 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.98% |
| 3 Months |
|
|
-77.37% |
| YTD |
|
|
-89.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.086 |
0.025 |
| 6M High / 6M Low: |
0.840 |
0.025 |
| High (YTD): |
02/01/2024 |
0.680 |
| Low (YTD): |
29/05/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
505.67% |
| Volatility 6M: |
|
281.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
