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: | - |