UC WAR. PUT 09/24 SHL/ DE000HC9D2K8 /
| 2024-08-02 9:41:49 PM | Chg.+0.0400 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | +20.00% | 0.2000 Bid Size: 12,000 |
0.2500 Ask Size: 12,000 |
SIEMENS HEALTH.AG NA... | 50.00 - | 2024-09-18 | Put |
Master data
| WKN: | HC9D2K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS HEALTH.AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -19.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | 0.11 |
| Time value: | 0.14 |
| Break-even: | 47.50 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.05 |
| Spread %: | 25.00% |
| Delta: | -0.54 |
| Theta: | -0.02 |
| Omega: | -10.64 |
| Rho: | -0.04 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2000 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +147.42% | ||
|---|---|---|---|
| 1 Month | +140.00% | ||
| 3 Months | +4.35% | ||
| YTD | -27.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.1000 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.0720 |
| 6M High / 6M Low: | 0.3100 | 0.0720 |
| High (YTD): | 2024-01-03 | 0.3800 |
| Low (YTD): | 2024-07-11 | 0.0720 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1120 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1607 | |
| Avg. volume 6M: | 3.1496 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 262.79% | |
| Volatility 6M: | 180.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
