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UniCredit Put 200 SIE 18.06.2025/  DE000HC7J4Y1  /

Frankfurt Zert./HVB
11/15/2024  7:38:16 PM Chg.+0.020 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
2.300EUR +0.88% 2.210
Bid Size: 15,000		 2.320
Ask Size: 15,000		 SIEMENS AG NA O.N. 200.00 - 6/18/2025 Put
 

Master data

WKN: HC7J4Y
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 6/18/2025
Issue date: 6/21/2023
Last trading day: 6/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.08
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.26
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 1.26
Time value: 1.06
Break-even: 176.80
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.11
Spread %: 4.98%
Delta: -0.53
Theta: -0.03
Omega: -4.28
Rho: -0.72
 

Quote data

Open: 2.260
High: 2.340
Low: 2.180
Previous Close: 2.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.73%
1 Month
  -9.45%
3 Months
  -41.77%
YTD
  -41.48%
1 Year
  -57.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.900 2.280
1M High / 1M Low: 2.900 2.250
6M High / 6M Low: 4.720 2.250
High (YTD): 8/6/2024 4.720
Low (YTD): 11/7/2024 2.250
52W High: 11/20/2023 5.570
52W Low: 11/7/2024 2.250
Avg. price 1W:   2.534
Avg. volume 1W:   0.000
Avg. price 1M:   2.596
Avg. volume 1M:   0.000
Avg. price 6M:   3.242
Avg. volume 6M:   22.137
Avg. price 1Y:   3.478
Avg. volume 1Y:   11.373
Volatility 1M:   125.55%
Volatility 6M:   99.90%
Volatility 1Y:   87.91%
Volatility 3Y:   -