UC WAR. CALL 06/24 SIE/ DE000HC38081 /
| 27/05/2024 11:40:39 | Chg.+0.0090 | Bid12:47:59 | Ask12:47:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0480EUR | +23.08% | 0.0460 Bid Size: 175,000 |
0.0510 Ask Size: 175,000 |
SIEMENS AG NA O.N. | 190.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC3808 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 16/01/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 328.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.23 |
| Parity: | -1.27 |
| Time value: | 0.05 |
| Break-even: | 190.54 |
| Moneyness: | 0.93 |
| Premium: | 0.07 |
| Premium p.a.: | 2.14 |
| Spread abs.: | 0.02 |
| Spread %: | 50.00% |
| Delta: | 0.12 |
| Theta: | -0.04 |
| Omega: | 38.25 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0390 |
|---|---|
| High: | 0.0480 |
| Low: | 0.0390 |
| Previous Close: | 0.0390 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.73% | ||
|---|---|---|---|
| 1 Month | -80.00% | ||
| 3 Months | -88.29% | ||
| YTD | -88.00% | ||
| 1 Year | -92.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0470 | 0.0370 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.0370 |
| 6M High / 6M Low: | 0.7300 | 0.0370 |
| High (YTD): | 15/03/2024 | 0.7300 |
| Low (YTD): | 21/05/2024 | 0.0370 |
| 52W High: | 15/06/2023 | 0.8000 |
| 52W Low: | 21/05/2024 | 0.0370 |
| Avg. price 1W: | 0.0396 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2296 | |
| Avg. volume 1M: | 5,862.9474 | |
| Avg. price 6M: | 0.2955 | |
| Avg. volume 6M: | 942.1290 | |
| Avg. price 1Y: | 0.2729 | |
| Avg. volume 1Y: | 459.9370 | |
| Volatility 1M: | 448.25% | |
| Volatility 6M: | 259.34% | |
| Volatility 1Y: | 241.78% | |
| Volatility 3Y: | - |
