UniCredit Put 40 SGM 19.06.2024
/ DE000HC9XSK2
UniCredit Put 40 SGM 19.06.2024/ DE000HC9XSK2 /
| 2024-05-23 9:45:05 AM |
Chg.-0.040 |
Bid12:40:00 PM |
Ask12:40:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-21.05% |
0.150
Bid Size: 150,000 |
0.160
Ask Size: 150,000 |
STMICROELECTRONICS |
40.00 - |
2024-06-19 |
Put |
Master data
| WKN: |
HC9XSK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-18 |
| 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: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-53.13% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.190 |
| 1M High / 1M Low: |
0.390 |
0.180 |
| 6M High / 6M Low: |
0.410 |
0.120 |
| High (YTD): |
2024-04-19 |
0.410 |
| Low (YTD): |
2024-03-07 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.78% |
| Volatility 6M: |
|
197.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
