UniCredit Put 200 SIE 18.06.2025
/ DE000HC7J4Y1
UniCredit Put 200 SIE 18.06.2025/ DE000HC7J4Y1 /
| 10/11/2024 9:06:46 PM |
Chg.-0.12 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-4.71% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.42 |
| Time value: |
1.07 |
| Break-even: |
175.10 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.11 |
| Spread %: |
4.62% |
| Delta: |
-0.53 |
| Theta: |
-0.03 |
| Omega: |
-3.94 |
| Rho: |
-0.84 |
Quote data
| Open: |
2.51 |
| High: |
2.51 |
| Low: |
2.43 |
| Previous Close: |
2.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.71% |
| 1 Month |
|
|
-38.01% |
| 3 Months |
|
|
-2.02% |
| YTD |
|
|
-38.17% |
| 1 Year |
|
|
-64.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.43 |
| 1M High / 1M Low: |
3.99 |
2.43 |
| 6M High / 6M Low: |
4.74 |
2.37 |
| High (YTD): |
8/7/2024 |
4.74 |
| Low (YTD): |
5/15/2024 |
2.37 |
| 52W High: |
10/26/2023 |
8.00 |
| 52W Low: |
5/15/2024 |
2.37 |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.93% |
| Volatility 6M: |
|
99.18% |
| Volatility 1Y: |
|
79.50% |
| Volatility 3Y: |
|
- |
