UC WAR. PUT 12/25 SIE/ DE000HD1EAA7 /
| 8/2/2024 9:42:34 PM | Chg.+0.4800 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5900EUR | +11.68% | 4.5700 Bid Size: 15,000 |
4.5900 Ask Size: 15,000 |
SIEMENS AG NA O.N. | 200.00 - | 12/17/2025 | Put |
Master data
| WKN: | HD1EAA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.55 |
|---|---|
| Intrinsic value: | 3.55 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | 3.55 |
| Time value: | 0.59 |
| Break-even: | 158.60 |
| Moneyness: | 1.22 |
| Premium: | 0.04 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.06 |
| Spread %: | 1.47% |
| Delta: | -0.58 |
| Theta: | -0.01 |
| Omega: | -2.29 |
| Rho: | -1.88 |
Quote data
| Open: | 4.1600 |
|---|---|
| High: | 4.6200 |
| Low: | 4.1600 |
| Previous Close: | 4.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.41% | ||
|---|---|---|---|
| 1 Month | +37.43% | ||
| 3 Months | +36.61% | ||
| YTD | +9.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1100 | 3.6600 |
|---|---|---|
| 1M High / 1M Low: | 4.1100 | 2.7700 |
| 6M High / 6M Low: | 4.4000 | 2.6700 |
| High (YTD): | 1/17/2024 | 4.8700 |
| Low (YTD): | 5/10/2024 | 2.6700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3883 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4227 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.93% | |
| Volatility 6M: | 79.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
