UC WAR. CALL 06/24 SIE/ DE000HC3WVB0 /
| 13/05/2024 15:42:03 | Chg.-0.0100 | Bid16:23:42 | Ask16:23:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | -1.20% | 0.8200 Bid Size: 100,000 |
0.8300 Ask Size: 100,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 19/06/2024 | 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: | 19/06/2024 |
| Issue date: | 08/02/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.76 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | 0.34 |
| Time value: | 0.50 |
| Break-even: | 193.40 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.02 |
| Spread %: | 2.44% |
| Delta: | 0.62 |
| Theta: | -0.09 |
| Omega: | 13.94 |
| Rho: | 0.11 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8300 |
| Low: | 0.8200 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +100.00% | ||
|---|---|---|---|
| 1 Month | +141.18% | ||
| 3 Months | +203.70% | ||
| YTD | +57.69% | ||
| 1 Year | +34.43% | ||
| 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): | 15/03/2024 | 0.9800 |
| Low (YTD): | 17/01/2024 | 0.2200 |
| 52W High: | 15/03/2024 | 0.9800 |
| 52W Low: | 03/11/2023 | 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: | - |
