UC WAR. PUT 03/25 SIE/ DE000HD3XXY5 /
| 15/11/2024 08:01:00 | Chg.-0.0300 | Bid08:14:40 | Ask08:14:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9700EUR | -1.50% | 2.0000 Bid Size: 15,000 |
2.0700 Ask Size: 15,000 |
SIEMENS AG NA O.N. | 200.00 EUR | 19/03/2025 | Put |
Master data
| WKN: | HD3XXY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 EUR |
| Maturity: | 19/03/2025 |
| Issue date: | 20/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.63 |
|---|---|
| Intrinsic value: | 1.18 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | 1.18 |
| Time value: | 0.84 |
| Break-even: | 179.80 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 1.51% |
| Delta: | -0.57 |
| Theta: | -0.05 |
| Omega: | -5.27 |
| Rho: | -0.43 |
Quote data
| Open: | 1.9700 |
|---|---|
| High: | 1.9700 |
| Low: | 1.9700 |
| Previous Close: | 2.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.35% | ||
|---|---|---|---|
| 1 Month | -18.93% | ||
| 3 Months | -49.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6100 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.7200 | 1.9800 |
| 6M High / 6M Low: | 4.6800 | 1.9800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1055 | |
| Avg. volume 6M: | 37.8788 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.99% | |
| Volatility 6M: | 119.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
