UniCredit Put 150 SIE 18.12.2024
/ DE000HC42VK3
UniCredit Put 150 SIE 18.12.2024/ DE000HC42VK3 /
10/07/2024 19:08:16 |
Chg.-0.050 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-14.71% |
0.290 Bid Size: 50,000 |
0.300 Ask Size: 50,000 |
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: |
-48.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
-2.33 |
Time value: |
0.36 |
Break-even: |
146.40 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.03 |
Spread %: |
9.09% |
Delta: |
-0.18 |
Theta: |
-0.02 |
Omega: |
-8.62 |
Rho: |
-0.15 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.290 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.45% |
1 Month |
|
|
-19.44% |
3 Months |
|
|
-44.23% |
YTD |
|
|
-67.78% |
1 Year |
|
|
-84.74% |
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: |
|
0.399 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.529 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.227 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
221.42% |
Volatility 6M: |
|
148.99% |
Volatility 1Y: |
|
121.85% |
Volatility 3Y: |
|
- |