UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
| 9/25/2024 7:42:05 PM | Chg.-0.0300 | Bid9/25/2024 | Ask9/25/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | -13.04% | 0.2000 Bid Size: 50,000 |
0.2100 Ask Size: 50,000 |
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: | -68.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -2.03 |
| Time value: | 0.25 |
| Break-even: | 147.50 |
| Moneyness: | 0.88 |
| Premium: | 0.13 |
| Premium p.a.: | 0.73 |
| Spread abs.: | 0.03 |
| Spread %: | 13.64% |
| Delta: | -0.17 |
| Theta: | -0.04 |
| Omega: | -11.46 |
| Rho: | -0.07 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2200 |
| Low: | 0.2000 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.50% | ||
|---|---|---|---|
| 1 Month | -41.18% | ||
| 3 Months | -56.52% | ||
| YTD | -78.02% | ||
| 1 Year | -91.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.2300 |
| 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: | 0.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3423 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4173 | |
| Avg. volume 6M: | 465.1163 | |
| Avg. price 1Y: | 0.8992 | |
| Avg. volume 1Y: | 351.5625 | |
| Volatility 1M: | 186.22% | |
| Volatility 6M: | 187.77% | |
| Volatility 1Y: | 149.27% | |
| Volatility 3Y: | - |
