UniCredit Put 160 SIE 14.08.2024
/ DE000HD5SG68
UniCredit Put 160 SIE 14.08.2024/ DE000HD5SG68 /
8/2/2024 7:40:04 PM |
Chg.+0.280 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+107.69% |
0.500 Bid Size: 20,000 |
0.590 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
160.00 - |
8/14/2024 |
Put |
Master data
WKN: |
HD5SG6 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 - |
Maturity: |
8/14/2024 |
Issue date: |
5/22/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
0.22 |
Time value: |
0.37 |
Break-even: |
154.10 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
1.16 |
Spread abs.: |
0.09 |
Spread %: |
18.00% |
Delta: |
-0.55 |
Theta: |
-0.21 |
Omega: |
-14.75 |
Rho: |
-0.03 |
Quote data
Open: |
0.150 |
High: |
0.580 |
Low: |
0.120 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+260.00% |
1 Month |
|
|
+260.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.140 |
1M High / 1M Low: |
0.540 |
0.065 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
643.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |