UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
| 9/20/2024 9:41:10 PM | Chg.+0.0400 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | +16.00% | 0.2700 Bid Size: 25,000 |
0.3000 Ask Size: 25,000 |
SIEMENS AG NA O.N. | 150.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 2/13/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -55.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | -1.67 |
| Time value: | 0.30 |
| Break-even: | 147.00 |
| Moneyness: | 0.90 |
| Premium: | 0.12 |
| Premium p.a.: | 0.59 |
| Spread abs.: | 0.03 |
| Spread %: | 11.11% |
| Delta: | -0.20 |
| Theta: | -0.04 |
| Omega: | -11.18 |
| Rho: | -0.09 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2400 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.44% | ||
|---|---|---|---|
| 1 Month | -23.68% | ||
| 3 Months | -43.14% | ||
| YTD | -68.13% | ||
| 1 Year | -87.87% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.2500 |
| 6M High / 6M Low: | 0.8500 | 0.2200 |
| High (YTD): | 1/17/2024 | 1.1400 |
| Low (YTD): | 7/12/2024 | 0.2200 |
| 52W High: | 10/26/2023 | 3.3100 |
| 52W Low: | 7/12/2024 | 0.2200 |
| Avg. price 1W: | 0.3080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3523 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4205 | |
| Avg. volume 6M: | 468.7500 | |
| Avg. price 1Y: | 0.9102 | |
| Avg. volume 1Y: | 352.9412 | |
| Volatility 1M: | 181.69% | |
| Volatility 6M: | 187.09% | |
| Volatility 1Y: | 148.80% | |
| Volatility 3Y: | - |
