UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
| 2024-06-20 9:41:47 PM | Chg.-0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -6.25% | 0.4300 Bid Size: 25,000 |
0.4600 Ask Size: 25,000 |
SIEMENS AG NA O.N. | 150.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC42VK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-13 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -34.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | -1.82 |
| Time value: | 0.49 |
| Break-even: | 145.10 |
| Moneyness: | 0.89 |
| Premium: | 0.14 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.03 |
| Spread %: | 6.52% |
| Delta: | -0.22 |
| Theta: | -0.02 |
| Omega: | -7.72 |
| Rho: | -0.21 |
Quote data
| Open: | 0.4800 |
|---|---|
| High: | 0.4800 |
| Low: | 0.4400 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.64% | ||
|---|---|---|---|
| 1 Month | +9.76% | ||
| 3 Months | -13.46% | ||
| YTD | -50.55% | ||
| 1 Year | -67.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.3200 |
| 6M High / 6M Low: | 1.1400 | 0.2800 |
| High (YTD): | 2024-01-17 | 1.1400 |
| Low (YTD): | 2024-05-15 | 0.2800 |
| 52W High: | 2023-10-26 | 3.3100 |
| 52W Low: | 2024-05-15 | 0.2800 |
| Avg. price 1W: | 0.4960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3957 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5991 | |
| Avg. volume 6M: | 718.4000 | |
| Avg. price 1Y: | 1.3060 | |
| Avg. volume 1Y: | 351.5625 | |
| Volatility 1M: | 194.69% | |
| Volatility 6M: | 135.01% | |
| Volatility 1Y: | 113.38% | |
| Volatility 3Y: | - |
