UniCredit Put 150 SIE 18.12.2024
/ DE000HC8PQR9
UniCredit Put 150 SIE 18.12.2024/ DE000HC8PQR9 /
| 16/07/2024 19:28:13 |
Chg.-0.040 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-3.77% |
0.990
Bid Size: 4,000 |
1.140
Ask Size: 4,000 |
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: |
-153.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-30.88 |
| Time value: |
1.18 |
| Break-even: |
148.82 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.15 |
| Spread %: |
14.56% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-13.04 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.100 |
| High: |
1.110 |
| Low: |
1.020 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
-47.96% |
| 3 Months |
|
|
-47.69% |
| YTD |
|
|
-62.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.960 |
| 1M High / 1M Low: |
1.960 |
0.960 |
| 6M High / 6M Low: |
3.500 |
0.960 |
| High (YTD): |
17/01/2024 |
3.500 |
| Low (YTD): |
12/07/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.802 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.32% |
| Volatility 6M: |
|
146.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
