UC WAR. CALL 06/24 SIE/ DE000HC3WVB0 /
2024-05-10 9:41:00 PM | Chg.+0.2000 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8300EUR | +31.75% | 0.8200 Bid Size: 15,000 |
0.8400 Ask Size: 15,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HC3WVB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 185.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-02-08 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 22.43 |
Leverage: | Yes |
Calculated values
Fair value: | 0.77 |
---|---|
Intrinsic value: | 0.34 |
Implied volatility: | 0.25 |
Historic volatility: | 0.22 |
Parity: | 0.34 |
Time value: | 0.50 |
Break-even: | 193.40 |
Moneyness: | 1.02 |
Premium: | 0.03 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.02 |
Spread %: | 2.44% |
Delta: | 0.62 |
Theta: | -0.09 |
Omega: | 13.97 |
Rho: | 0.12 |
Quote data
Open: | 0.6300 |
---|---|
High: | 0.8500 |
Low: | 0.6300 |
Previous Close: | 0.6300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +102.44% | ||
---|---|---|---|
1 Month | +144.12% | ||
3 Months | +207.41% | ||
YTD | +59.62% | ||
1 Year | +36.07% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8300 | 0.4100 |
---|---|---|
1M High / 1M Low: | 0.8300 | 0.2800 |
6M High / 6M Low: | 0.9800 | 0.0830 |
High (YTD): | 2024-03-15 | 0.9800 |
Low (YTD): | 2024-01-17 | 0.2200 |
52W High: | 2024-03-15 | 0.9800 |
52W Low: | 2023-11-03 | 0.0670 |
Avg. price 1W: | 0.5660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3979 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4020 | |
Avg. volume 6M: | 32.2581 | |
Avg. price 1Y: | 0.3729 | |
Avg. volume 1Y: | 15.7480 | |
Volatility 1M: | 259.57% | |
Volatility 6M: | 214.84% | |
Volatility 1Y: | 188.11% | |
Volatility 3Y: | - |