UC WAR. CALL 06/24 SIE/ DE000HC2VW68 /
| 2024-05-06 1:40:03 PM | Chg.- | Bid2:28:46 PM | Ask2024-05-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9900EUR | - | 3.0800 Bid Size: 80,000 |
- Ask Size: 80,000 |
SIEMENS AG NA O.N. | 150.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2VW6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-05-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.77 |
|---|---|
| Intrinsic value: | 2.73 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.23 |
| Parity: | 2.73 |
| Time value: | 0.24 |
| Break-even: | 179.70 |
| Moneyness: | 1.18 |
| Premium: | 0.01 |
| Premium p.a.: | 0.24 |
| Spread abs.: | -0.08 |
| Spread %: | -2.62% |
| Delta: | 0.87 |
| Theta: | -0.15 |
| Omega: | 5.19 |
| Rho: | 0.08 |
Quote data
| Open: | 2.8800 |
|---|---|
| High: | 2.9900 |
| Low: | 2.8800 |
| Previous Close: | 2.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +2.75% | ||
| 3 Months | +1.70% | ||
| YTD | +28.33% | ||
| 1 Year | +34.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.9900 | 2.7000 |
| 6M High / 6M Low: | 3.7700 | 1.0600 |
| High (YTD): | 2024-03-15 | 3.7700 |
| Low (YTD): | 2024-01-17 | 1.4300 |
| 52W High: | 2024-03-15 | 3.7700 |
| 52W Low: | 2023-10-27 | 0.2500 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.8420 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3489 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.6780 | |
| Avg. volume 1Y: | 9.4667 | |
| Volatility 1M: | 76.82% | |
| Volatility 6M: | 108.10% | |
| Volatility 1Y: | 139.09% | |
| Volatility 3Y: | - |
