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UniCredit Put 150 SIE 18.12.2024/  DE000HC42VK3  /

EUWAX
09/07/2024  20:28:20 Chg.+0.040 Bid09/07/2024 Ask09/07/2024 Underlying Strike price Expiration date Option type
0.340EUR +13.33% 0.340
Bid Size: 25,000		 0.360
Ask Size: 25,000		 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: -55.36
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -2.72
Time value: 0.32
Break-even: 146.80
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 10.34%
Delta: -0.16
Theta: -0.02
Omega: -8.66
Rho: -0.14
 

Quote data

Open: 0.330
High: 0.360
Low: 0.310
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.56%
3 Months
  -34.62%
YTD
  -62.22%
1 Year
  -82.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.550 0.300
6M High / 6M Low: 1.130 0.270
High (YTD): 17/01/2024 1.130
Low (YTD): 15/05/2024 0.270
52W High: 26/10/2023 3.330
52W Low: 15/05/2024 0.270
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   1.231
Avg. volume 1Y:   0.000
Volatility 1M:   222.20%
Volatility 6M:   147.95%
Volatility 1Y:   121.33%
Volatility 3Y:   -