UC WAR. PUT 06/25 SIE/ DE000HD1EA56 /
| 2024-09-06 9:40:10 PM | Chg.+0.1400 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | +15.73% | 1.0100 Bid Size: 30,000 |
1.0700 Ask Size: 30,000 |
SIEMENS AG NA O.N. | 150.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD1EA5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -1.11 |
| Time value: | 1.07 |
| Break-even: | 139.30 |
| Moneyness: | 0.93 |
| Premium: | 0.14 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.06 |
| Spread %: | 5.94% |
| Delta: | -0.31 |
| Theta: | -0.02 |
| Omega: | -4.69 |
| Rho: | -0.47 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 1.0300 |
| Low: | 0.8800 |
| Previous Close: | 0.8900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.07% | ||
|---|---|---|---|
| 1 Month | -2.83% | ||
| 3 Months | +37.33% | ||
| YTD | -20.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 1.1400 | 0.7100 |
| 6M High / 6M Low: | 1.2900 | 0.5200 |
| High (YTD): | 2024-01-17 | 1.5400 |
| Low (YTD): | 2024-07-12 | 0.5200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8727 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8041 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.03% | |
| Volatility 6M: | 128.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
