UC WAR. CALL 12/24 SIE/ DE000HC380A6 /
| 2024-05-10 9:40:11 PM | Chg.+0.2400 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1100EUR | +12.83% | 2.1100 Bid Size: 15,000 |
2.1300 Ask Size: 15,000 |
SIEMENS AG NA O.N. | 180.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC380A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-16 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.98 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | 0.84 |
| Time value: | 1.29 |
| Break-even: | 201.30 |
| Moneyness: | 1.05 |
| Premium: | 0.07 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.02 |
| Spread %: | 0.95% |
| Delta: | 0.67 |
| Theta: | -0.04 |
| Omega: | 5.96 |
| Rho: | 0.64 |
Quote data
| Open: | 1.8700 |
|---|---|
| High: | 2.1300 |
| Low: | 1.8700 |
| Previous Close: | 1.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +46.53% | ||
|---|---|---|---|
| 1 Month | +62.31% | ||
| 3 Months | +95.37% | ||
| YTD | +63.57% | ||
| 1 Year | +91.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1100 | 1.5800 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.3000 |
| 6M High / 6M Low: | 2.1500 | 0.2700 |
| High (YTD): | 2024-03-15 | 2.1500 |
| Low (YTD): | 2024-01-17 | 0.7800 |
| 52W High: | 2024-03-15 | 2.1500 |
| 52W Low: | 2023-10-26 | 0.1700 |
| Avg. price 1W: | 1.7760 | |
| Avg. volume 1W: | 200 | |
| Avg. price 1M: | 1.4935 | |
| Avg. volume 1M: | 125 | |
| Avg. price 6M: | 1.2173 | |
| Avg. volume 6M: | 20.1613 | |
| Avg. price 1Y: | 0.9631 | |
| Avg. volume 1Y: | 29.6314 | |
| Volatility 1M: | 103.40% | |
| Volatility 6M: | 133.39% | |
| Volatility 1Y: | 136.00% | |
| Volatility 3Y: | - |
