UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
| 8/6/2024 7:41:18 PM | Chg.-0.0300 | Bid8:38:46 PM | Ask8:38:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | -3.53% | 0.7800 Bid Size: 30,000 |
0.7900 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: | -17.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | -0.51 |
| Time value: | 0.87 |
| Break-even: | 141.30 |
| Moneyness: | 0.97 |
| Premium: | 0.09 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.02 |
| Spread %: | 2.35% |
| Delta: | -0.37 |
| Theta: | -0.04 |
| Omega: | -6.57 |
| Rho: | -0.24 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8700 |
| Low: | 0.7800 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +105.00% | ||
|---|---|---|---|
| 1 Month | +156.25% | ||
| 3 Months | +100.00% | ||
| YTD | -9.89% | ||
| 1 Year | -53.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8500 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.2200 |
| 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: | 0.5680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3838 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4577 | |
| Avg. volume 6M: | 606.2992 | |
| Avg. price 1Y: | 1.1458 | |
| Avg. volume 1Y: | 352.9412 | |
| Volatility 1M: | 261.67% | |
| Volatility 6M: | 174.88% | |
| Volatility 1Y: | 137.63% | |
| Volatility 3Y: | - |
