UC WAR. CALL 06/24 SIE/ DE000HC310S5 /
| 5/13/2024 1:40:29 PM | Chg.+0.0200 | Bid3:13:04 PM | Ask3:13:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | +1.01% | 1.9900 Bid Size: 40,000 |
2.0200 Ask Size: 40,000 |
SIEMENS AG NA O.N. | 170.00 EUR | 6/19/2024 | Call |
Master data
| WKN: | HC310S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 6/19/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.94 |
|---|---|
| Intrinsic value: | 1.84 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.22 |
| Parity: | 1.84 |
| Time value: | 0.16 |
| Break-even: | 190.00 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 1.01% |
| Delta: | 0.89 |
| Theta: | -0.06 |
| Omega: | 8.39 |
| Rho: | 0.15 |
Quote data
| Open: | 1.9900 |
|---|---|
| High: | 2.0100 |
| Low: | 1.9900 |
| Previous Close: | 1.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +58.27% | ||
|---|---|---|---|
| 1 Month | +109.38% | ||
| 3 Months | +200.00% | ||
| YTD | +89.62% | ||
| 1 Year | +101.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9900 | 1.2700 |
|---|---|---|
| 1M High / 1M Low: | 1.9900 | 0.9500 |
| 6M High / 6M Low: | 2.0000 | 0.1400 |
| High (YTD): | 3/15/2024 | 2.0000 |
| Low (YTD): | 1/17/2024 | 0.5200 |
| 52W High: | 3/15/2024 | 2.0000 |
| 52W Low: | 10/30/2023 | 0.1100 |
| Avg. price 1W: | 1.5420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1858 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9619 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7735 | |
| Avg. volume 1Y: | 33.0709 | |
| Volatility 1M: | 168.21% | |
| Volatility 6M: | 182.68% | |
| Volatility 1Y: | 170.79% | |
| Volatility 3Y: | - |
