OverviewChartNewsTraderScreen

UniCredit Put 150 SIE 18.12.2024/  DE000HC42VK3  /

Frankfurt Zert./HVB
2024-06-17  6:29:04 PM Chg.-0.050 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.500EUR -9.09% 0.500
Bid Size: 50,000		 0.510
Ask Size: 50,000		 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: -29.08
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.57
Time value: 0.57
Break-even: 144.30
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 3.64%
Delta: -0.25
Theta: -0.02
Omega: -7.28
Rho: -0.24
 

Quote data

Open: 0.540
High: 0.540
Low: 0.500
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+38.89%
1 Month  
+19.05%
3 Months  
+25.00%
YTD
  -44.44%
1 Year
  -61.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.320
1M High / 1M Low: 0.550 0.310
6M High / 6M Low: 1.130 0.270
High (YTD): 2024-01-17 1.130
Low (YTD): 2024-05-15 0.270
52W High: 2023-10-26 3.330
52W Low: 2024-05-15 0.270
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.374
Avg. volume 1M:   0.000
Avg. price 6M:   0.601
Avg. volume 6M:   16.129
Avg. price 1Y:   1.309
Avg. volume 1Y:   7.874
Volatility 1M:   207.98%
Volatility 6M:   143.13%
Volatility 1Y:   118.76%
Volatility 3Y:   -