UniCredit Put 150 SIE 18.12.2024
/ DE000HC8PQR9
UniCredit Put 150 SIE 18.12.2024/ DE000HC8PQR9 /
| 7/9/2024 8:43:39 PM |
Chg.- |
Bid9:04:18 AM |
Ask9:04:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
- |
1.30
Bid Size: 4,000 |
1.39
Ask Size: 4,000 |
SIEMENS AG NA O.N. |
150.00 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
8/15/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-136.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-27.16 |
| Time value: |
1.30 |
| Break-even: |
148.70 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.14 |
| Spread %: |
12.07% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-13.31 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.30 |
| High: |
1.38 |
| Low: |
1.30 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
-8.78% |
| 3 Months |
|
|
-26.63% |
| YTD |
|
|
-50.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.18 |
| 1M High / 1M Low: |
2.14 |
1.18 |
| 6M High / 6M Low: |
3.48 |
1.03 |
| High (YTD): |
1/17/2024 |
3.48 |
| Low (YTD): |
5/15/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.47% |
| Volatility 6M: |
|
142.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
