UC WAR. PUT 12/24 SIE/ DE000HC42VK3 /
| 2024-05-23 5:40:06 PM | Chg.-0.0600 | Bid5:57:54 PM | Ask5:57:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -14.63% | 0.3600 Bid Size: 50,000 |
0.3700 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: | -32.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.23 |
| Parity: | -2.37 |
| Time value: | 0.54 |
| Break-even: | 144.60 |
| Moneyness: | 0.86 |
| Premium: | 0.17 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.14 |
| Spread %: | 35.00% |
| Delta: | -0.21 |
| Theta: | -0.02 |
| Omega: | -6.60 |
| Rho: | -0.23 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3500 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.26% | ||
|---|---|---|---|
| 1 Month | -30.00% | ||
| 3 Months | -32.69% | ||
| YTD | -61.54% | ||
| 1 Year | -79.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2800 |
| 6M High / 6M Low: | 1.4700 | 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: | 0.4080 | |
| Avg. volume 1W: | 6,000 | |
| Avg. price 1M: | 0.4062 | |
| Avg. volume 1M: | 2,857.1429 | |
| Avg. price 6M: | 0.7230 | |
| Avg. volume 6M: | 724.1935 | |
| Avg. price 1Y: | 1.3986 | |
| Avg. volume 1Y: | 351.5625 | |
| Volatility 1M: | 177.60% | |
| Volatility 6M: | 112.94% | |
| Volatility 1Y: | 100.93% | |
| Volatility 3Y: | - |
