UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
| 11/07/2024 09:41:30 | Chg.0.0000 | Bid10:24:09 | Ask10:24:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | 0.00% | 0.2900 Bid Size: 175,000 |
0.3000 Ask Size: 175,000 |
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: | -56.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.23 |
| Parity: | -2.64 |
| Time value: | 0.31 |
| Break-even: | 146.90 |
| Moneyness: | 0.85 |
| Premium: | 0.17 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.03 |
| Spread %: | 10.71% |
| Delta: | -0.16 |
| Theta: | -0.02 |
| Omega: | -8.92 |
| Rho: | -0.13 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3000 |
| Low: | 0.3000 |
| Previous Close: | 0.3000 |
| 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: | - |
