UniCredit Put 150 SIE 18.12.2024
/ DE000HC8PQR9
UniCredit Put 150 SIE 18.12.2024/ DE000HC8PQR9 /
| 02/08/2024 19:38:26 |
Chg.+0.710 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.910EUR |
+32.27% |
2.860
Bid Size: 3,000 |
2.990
Ask Size: 3,000 |
SIEMENS AG NA O.N. |
150.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HC8PQR |
| 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: |
15/08/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-52.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.24 |
| Parity: |
-7.80 |
| Time value: |
2.99 |
| Break-even: |
147.01 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.13 |
| Spread %: |
4.55% |
| Delta: |
-0.26 |
| Theta: |
-0.02 |
| Omega: |
-13.92 |
| Rho: |
-0.17 |
Quote data
| Open: |
2.550 |
| High: |
2.960 |
| Low: |
2.530 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.21% |
| 1 Month |
|
|
+138.52% |
| 3 Months |
|
|
+94.00% |
| YTD |
|
|
+8.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
1.710 |
| 1M High / 1M Low: |
2.910 |
0.960 |
| 6M High / 6M Low: |
2.910 |
0.960 |
| High (YTD): |
17/01/2024 |
3.500 |
| Low (YTD): |
12/07/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.685 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.64% |
| Volatility 6M: |
|
170.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
