UC WAR. CALL 12/24 SIE/ DE000HC380A6 /
28/05/2024 08:00:55 | Chg.0.0000 | Bid09:17:44 | Ask09:17:44 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4100EUR | 0.00% | 1.4300 Bid Size: 70,000 |
1.4400 Ask Size: 70,000 |
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: | 1.26 |
---|---|
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: | 0.47 |
Quote data
Open: | 1.4100 |
---|---|
High: | 1.4100 |
Low: | 1.4100 |
Previous Close: | 1.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +23.68% | ||
---|---|---|---|
1 Month | -7.24% | ||
3 Months | -20.79% | ||
YTD | +9.30% | ||
1 Year | +4.44% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4100 | 1.1400 |
---|---|---|
1M High / 1M Low: | 2.1100 | 1.1200 |
6M High / 6M Low: | 2.1500 | 0.6400 |
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: | 1.2560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5175 | |
Avg. volume 1M: | 160 | |
Avg. price 6M: | 1.2987 | |
Avg. volume 6M: | 37.9032 | |
Avg. price 1Y: | 0.9707 | |
Avg. volume 1Y: | 38.2588 | |
Volatility 1M: | 174.93% | |
Volatility 6M: | 127.34% | |
Volatility 1Y: | 140.22% | |
Volatility 3Y: | - |