UniCredit Call 120 SIE 19.06.2024
/ DE000HC5G8R1
UniCredit Call 120 SIE 19.06.2024/ DE000HC5G8R1 /
| 2024-06-13 2:53:31 PM |
Chg.+0.05 |
Bid2024-06-13 |
Ask2024-06-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.95EUR |
+0.51% |
9.95
Bid Size: 20,000 |
-
Ask Size: - |
SIEMENS AG NA O.N. |
120.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC5G8R |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-03-28 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
58.17 |
| Intrinsic value: |
58.10 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
58.10 |
| Time value: |
-48.20 |
| Break-even: |
129.90 |
| Moneyness: |
1.48 |
| Premium: |
-0.27 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.04 |
| Spread %: |
0.41% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.95 |
| High: |
9.95 |
| Low: |
9.95 |
| Previous Close: |
9.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.10% |
| 1 Month |
|
|
+0.20% |
| 3 Months |
|
|
+2.68% |
| YTD |
|
|
+6.19% |
| 1 Year |
|
|
+16.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.94 |
9.90 |
| 1M High / 1M Low: |
9.95 |
9.90 |
| 6M High / 6M Low: |
9.95 |
9.06 |
| High (YTD): |
2024-05-21 |
9.95 |
| Low (YTD): |
2024-01-05 |
9.06 |
| 52W High: |
2024-05-21 |
9.95 |
| 52W Low: |
2023-10-26 |
4.43 |
| Avg. price 1W: |
|
9.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.41 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
2.10% |
| Volatility 6M: |
|
7.73% |
| Volatility 1Y: |
|
40.50% |
| Volatility 3Y: |
|
- |
