UC WAR. CALL 06/25 SIE/ DE000HC7NW71 /
2024-06-13 9:42:04 PM | Chg.-0.5100 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.1300EUR | -14.01% | 3.1300 Bid Size: 15,000 |
3.1600 Ask Size: 15,000 |
SIEMENS AG NA O.N. | 150.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7NW7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-26 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.87 |
Leverage: | Yes |
Calculated values
Fair value: | 3.72 |
---|---|
Intrinsic value: | 2.81 |
Implied volatility: | 0.22 |
Historic volatility: | 0.23 |
Parity: | 2.81 |
Time value: | 0.85 |
Break-even: | 186.60 |
Moneyness: | 1.19 |
Premium: | 0.05 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 0.83% |
Delta: | 0.86 |
Theta: | -0.02 |
Omega: | 4.17 |
Rho: | 1.18 |
Quote data
Open: | 3.6300 |
---|---|
High: | 3.6300 |
Low: | 3.1000 |
Previous Close: | 3.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.40% | ||
---|---|---|---|
1 Month | -29.02% | ||
3 Months | -29.19% | ||
YTD | -1.26% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6400 | 3.1300 |
---|---|---|
1M High / 1M Low: | 4.5500 | 3.1300 |
6M High / 6M Low: | 4.6500 | 2.3300 |
High (YTD): | 2024-05-10 | 4.6500 |
Low (YTD): | 2024-01-17 | 2.3300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.3560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5630 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.4140 | |
Avg. volume 6M: | 1.3600 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 118.59% | |
Volatility 6M: | 81.65% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |