UC WAR. PUT 12/25 SIE/ DE000HD7FEP1 /
| 11/10/2024 19:42:34 | Chg.-0.0200 | Bid21:29:17 | Ask21:29:17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | -2.41% | 0.8000 Bid Size: 25,000 |
0.8200 Ask Size: 25,000 |
SIEMENS AG NA O.N. | 150.00 EUR | 17/12/2025 | Put |
Master data
| WKN: | HD7FEP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 29/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -21.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -3.34 |
| Time value: | 0.84 |
| Break-even: | 141.60 |
| Moneyness: | 0.82 |
| Premium: | 0.23 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 3.70% |
| Delta: | -0.20 |
| Theta: | -0.02 |
| Omega: | -4.28 |
| Rho: | -0.52 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7900 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.57% | ||
|---|---|---|---|
| 1 Month | -36.22% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.2700 | 0.7900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9850 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.62% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
