UniCredit Put 150 SIE 18.09.2024
/ DE000HD0TTD1
UniCredit Put 150 SIE 18.09.2024/ DE000HD0TTD1 /
| 09/07/2024 13:07:29 |
Chg.+0.010 |
Bid15:19:17 |
Ask15:19:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.140
Bid Size: 200,000 |
0.150
Ask Size: 200,000 |
SIEMENS AG NA O.N. |
150.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HD0TTD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-126.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-2.72 |
| Time value: |
0.14 |
| Break-even: |
148.60 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.03 |
| Spread %: |
27.27% |
| Delta: |
-0.11 |
| Theta: |
-0.03 |
| Omega: |
-13.33 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.130 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-27.78% |
| 3 Months |
|
|
-59.38% |
| YTD |
|
|
-81.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.120 |
| 1M High / 1M Low: |
0.330 |
0.120 |
| 6M High / 6M Low: |
0.930 |
0.120 |
| High (YTD): |
17/01/2024 |
0.930 |
| Low (YTD): |
08/07/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.77% |
| Volatility 6M: |
|
193.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
