UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
| 2024-05-24 9:41:12 PM | Chg.-0.0200 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | -5.26% | 0.3400 Bid Size: 25,000 |
0.3600 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: | -49.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | -2.73 |
| Time value: | 0.36 |
| Break-even: | 146.40 |
| Moneyness: | 0.85 |
| Premium: | 0.17 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 5.88% |
| Delta: | -0.16 |
| Theta: | -0.02 |
| Omega: | -7.97 |
| Rho: | -0.18 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3600 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | -32.08% | ||
| YTD | -60.44% | ||
| 1 Year | -77.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.2800 |
| 6M High / 6M Low: | 1.4400 | 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: | 0.3940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3875 | |
| Avg. volume 1M: | 3,000 | |
| Avg. price 6M: | 0.7056 | |
| Avg. volume 6M: | 724.1935 | |
| Avg. price 1Y: | 1.3863 | |
| Avg. volume 1Y: | 352.9412 | |
| Volatility 1M: | 177.86% | |
| Volatility 6M: | 113.43% | |
| Volatility 1Y: | 100.67% | |
| Volatility 3Y: | - |
