UC WAR. CALL 06/24 SIE/ DE000HC38081 /
| 2024-05-10 9:40:39 PM | Chg.+0.1600 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | +39.02% | 0.5600 Bid Size: 20,000 |
0.5800 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 190.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC3808 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | -0.16 |
| Time value: | 0.58 |
| Break-even: | 195.80 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.02 |
| Spread %: | 3.57% |
| Delta: | 0.50 |
| Theta: | -0.09 |
| Omega: | 16.09 |
| Rho: | 0.09 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.5800 |
| Low: | 0.4100 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +185.00% | ||
|---|---|---|---|
| 1 Month | +147.83% | ||
| 3 Months | +147.83% | ||
| YTD | +42.50% | ||
| 1 Year | +9.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.1700 |
| 6M High / 6M Low: | 0.7300 | 0.0720 |
| High (YTD): | 2024-03-15 | 0.7300 |
| Low (YTD): | 2024-05-02 | 0.1700 |
| 52W High: | 2023-06-15 | 0.8000 |
| 52W Low: | 2023-09-26 | 0.0550 |
| Avg. price 1W: | 0.3680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2530 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2922 | |
| Avg. volume 6M: | 43.7742 | |
| Avg. price 1Y: | 0.2908 | |
| Avg. volume 1Y: | 21.2863 | |
| Volatility 1M: | 281.18% | |
| Volatility 6M: | 223.51% | |
| Volatility 1Y: | 221.75% | |
| Volatility 3Y: | - |
