UniCredit Put 150 SIE 18.12.2024
/ DE000HC8PQR9
UniCredit Put 150 SIE 18.12.2024/ DE000HC8PQR9 /
2024-09-20 7:25:15 PM |
Chg.+0.240 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.460EUR |
+19.67% |
1.420 Bid Size: 3,000 |
1.550 Ask Size: 3,000 |
SIEMENS AG NA O.N. |
150.00 - |
2024-12-18 |
Put |
Master data
WKN: |
HC8PQR |
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: |
2023-08-15 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-107.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
-16.66 |
Time value: |
1.55 |
Break-even: |
148.45 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.13 |
Spread %: |
9.15% |
Delta: |
-0.15 |
Theta: |
-0.02 |
Omega: |
-15.96 |
Rho: |
-0.06 |
Quote data
Open: |
1.270 |
High: |
1.480 |
Low: |
1.270 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.05% |
1 Month |
|
|
-18.44% |
3 Months |
|
|
-24.74% |
YTD |
|
|
-45.72% |
1 Year |
|
|
-74.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.820 |
1.220 |
1M High / 1M Low: |
2.270 |
1.220 |
6M High / 6M Low: |
3.160 |
0.960 |
High (YTD): |
2024-01-17 |
3.500 |
Low (YTD): |
2024-07-12 |
0.960 |
52W High: |
2023-10-26 |
7.340 |
52W Low: |
2024-07-12 |
0.960 |
Avg. price 1W: |
|
1.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.667 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.691 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.759 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
177.41% |
Volatility 6M: |
|
177.70% |
Volatility 1Y: |
|
140.10% |
Volatility 3Y: |
|
- |