UC WAR. PUT 06/25 SIE/ DE000HC7J4Y1 /
| 8/2/2024 9:41:38 PM | Chg.+0.5200 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4600EUR | +13.20% | 4.4400 Bid Size: 14,000 |
4.4600 Ask Size: 14,000 |
SIEMENS AG NA O.N. | 200.00 - | 6/18/2025 | Put |
Master data
| WKN: | HC7J4Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.22 |
|---|---|
| Intrinsic value: | 4.22 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | 4.22 |
| Time value: | 0.24 |
| Break-even: | 155.40 |
| Moneyness: | 1.27 |
| Premium: | 0.02 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.02 |
| Spread %: | 0.45% |
| Delta: | -0.69 |
| Theta: | -0.01 |
| Omega: | -2.43 |
| Rho: | -1.34 |
Quote data
| Open: | 3.9900 |
|---|---|
| High: | 4.4900 |
| Low: | 3.9900 |
| Previous Close: | 3.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.58% | ||
|---|---|---|---|
| 1 Month | +52.22% | ||
| 3 Months | +50.17% | ||
| YTD | +13.20% | ||
| 1 Year | -17.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4600 | 3.4900 |
|---|---|---|
| 1M High / 1M Low: | 4.4600 | 2.4900 |
| 6M High / 6M Low: | 4.4600 | 2.3800 |
| High (YTD): | 1/17/2024 | 4.7000 |
| Low (YTD): | 5/15/2024 | 2.3800 |
| 52W High: | 10/26/2023 | 8.0000 |
| 52W Low: | 5/15/2024 | 2.3800 |
| Avg. price 1W: | 3.8100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2410 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1902 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.4837 | |
| Avg. volume 1Y: | 13.1575 | |
| Volatility 1M: | 123.49% | |
| Volatility 6M: | 95.48% | |
| Volatility 1Y: | 75.22% | |
| Volatility 3Y: | - |
