UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
9/11/2024 9:41:07 PM | Chg.-0.0100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4300EUR | -2.27% | 0.3500 Bid Size: 30,000 |
0.4800 Ask Size: 30,000 |
SIEMENS AG NA O.N. | 150.00 - | 12/18/2024 | 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: | 12/18/2024 |
Issue date: | 2/13/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -36.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.26 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.24 |
Parity: | -1.24 |
Time value: | 0.44 |
Break-even: | 145.60 |
Moneyness: | 0.92 |
Premium: | 0.10 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.02 |
Spread %: | 4.76% |
Delta: | -0.26 |
Theta: | -0.04 |
Omega: | -9.64 |
Rho: | -0.13 |
Quote data
Open: | 0.4200 |
---|---|
High: | 0.4300 |
Low: | 0.4200 |
Previous Close: | 0.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.22% | ||
---|---|---|---|
1 Month | -32.81% | ||
3 Months | +7.50% | ||
YTD | -52.75% | ||
1 Year | -80.37% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5000 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.6000 | 0.2900 |
6M High / 6M Low: | 0.8500 | 0.2200 |
High (YTD): | 1/17/2024 | 1.1400 |
Low (YTD): | 7/12/2024 | 0.2200 |
52W High: | 10/26/2023 | 3.3100 |
52W Low: | 7/12/2024 | 0.2200 |
Avg. price 1W: | 0.4300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3918 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4284 | |
Avg. volume 6M: | 465.1163 | |
Avg. price 1Y: | 0.9748 | |
Avg. volume 1Y: | 351.5625 | |
Volatility 1M: | 161.27% | |
Volatility 6M: | 185.39% | |
Volatility 1Y: | 145.49% | |
Volatility 3Y: | - |