UC WAR. CALL 12/24 SIE/ DE000HC380A6 /
| 24/05/2024 21:40:38 | Chg.+0.0500 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3200EUR | +3.94% | 1.3200 Bid Size: 20,000 |
1.3400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 180.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC380A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 16/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.23 |
| Parity: | -0.27 |
| Time value: | 1.34 |
| Break-even: | 193.40 |
| Moneyness: | 0.99 |
| Premium: | 0.09 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.02 |
| Spread %: | 1.52% |
| Delta: | 0.55 |
| Theta: | -0.04 |
| Omega: | 7.28 |
| Rho: | 0.48 |
Quote data
| Open: | 1.2700 |
|---|---|
| High: | 1.3200 |
| Low: | 1.2700 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.86% | ||
|---|---|---|---|
| 1 Month | -13.16% | ||
| 3 Months | -12.00% | ||
| YTD | +2.33% | ||
| 1 Year | -2.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3200 | 1.1300 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.1200 |
| 6M High / 6M Low: | 2.1500 | 0.6000 |
| High (YTD): | 15/03/2024 | 2.1500 |
| Low (YTD): | 17/01/2024 | 0.7800 |
| 52W High: | 15/03/2024 | 2.1500 |
| 52W Low: | 26/10/2023 | 0.1700 |
| Avg. price 1W: | 1.2000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5230 | |
| Avg. volume 1M: | 210 | |
| Avg. price 6M: | 1.2922 | |
| Avg. volume 6M: | 37.9032 | |
| Avg. price 1Y: | 0.9705 | |
| Avg. volume 1Y: | 38.2588 | |
| Volatility 1M: | 173.37% | |
| Volatility 6M: | 127.33% | |
| Volatility 1Y: | 140.12% | |
| Volatility 3Y: | - |
