UC WAR. PUT 07/24 SIE/ DE000HD5DCF5 /
| 2024-07-03 1:42:01 PM | Chg.- | Bid3:11:49 PM | Ask2024-07-03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | - | 0.5100 Bid Size: 100,000 |
- Ask Size: 100,000 |
SIEMENS AG NA O.N. | 180.00 - | 2024-07-17 | Put |
Master data
| WKN: | HD5DCF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 180.00 - |
| Maturity: | 2024-07-17 |
| Issue date: | 2024-05-08 |
| Last trading day: | 2024-07-04 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -32.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.23 |
| Parity: | 0.28 |
| Time value: | 0.27 |
| Break-even: | 174.50 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.97 |
| Spread abs.: | 0.07 |
| Spread %: | 14.58% |
| Delta: | -0.59 |
| Theta: | -0.23 |
| Omega: | -19.16 |
| Rho: | -0.02 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6200 |
| Low: | 0.5300 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -32.91% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.4600 | 0.5200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9617 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 445.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
