UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
10/07/2024 21:41:28 | Chg.-0.0500 | Bid21:59:13 | Ask21:59:13 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -14.29% | 0.2800 Bid Size: 25,000 |
0.3100 Ask Size: 25,000 |
SIEMENS AG NA O.N. | 150.00 - | 18/12/2024 | Put |
Master data
WKN: | HC42VK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 150.00 - |
Maturity: | 18/12/2024 |
Issue date: | 13/02/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -48.13 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.23 |
Parity: | -2.33 |
Time value: | 0.36 |
Break-even: | 146.40 |
Moneyness: | 0.87 |
Premium: | 0.16 |
Premium p.a.: | 0.39 |
Spread abs.: | 0.03 |
Spread %: | 9.09% |
Delta: | -0.18 |
Theta: | -0.02 |
Omega: | -8.62 |
Rho: | -0.15 |
Quote data
Open: | 0.3500 |
---|---|
High: | 0.3500 |
Low: | 0.3000 |
Previous Close: | 0.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.23% | ||
---|---|---|---|
1 Month | -25.00% | ||
3 Months | -41.18% | ||
YTD | -67.03% | ||
1 Year | -83.61% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3500 | 0.3000 |
---|---|---|
1M High / 1M Low: | 0.5600 | 0.3000 |
6M High / 6M Low: | 1.1400 | 0.2800 |
High (YTD): | 17/01/2024 | 1.1400 |
Low (YTD): | 15/05/2024 | 0.2800 |
52W High: | 26/10/2023 | 3.3100 |
52W Low: | 15/05/2024 | 0.2800 |
Avg. price 1W: | 0.3160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4073 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5351 | |
Avg. volume 6M: | 707.0866 | |
Avg. price 1Y: | 1.2346 | |
Avg. volume 1Y: | 351.5625 | |
Volatility 1M: | 226.06% | |
Volatility 6M: | 144.58% | |
Volatility 1Y: | 118.56% | |
Volatility 3Y: | - |