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UniCredit Call 150 SIE 18.12.2024/  DE000HC310U1  /

Frankfurt Zert./HVB
27/09/2024  10:39:48 Chg.+0.120 Bid10:56:27 Ask10:56:27 Underlying Strike price Expiration date Option type
3.490EUR +3.56% 3.470
Bid Size: 80,000		 3.480
Ask Size: 80,000		 SIEMENS AG NA O.N. 150.00 - 18/12/2024 Call
 

Master data

WKN: HC310U
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 18/12/2024
Issue date: 11/01/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.31
Leverage: Yes

Calculated values

Fair value: 3.32
Intrinsic value: 3.17
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 3.17
Time value: 0.25
Break-even: 184.20
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.89%
Delta: 0.91
Theta: -0.04
Omega: 4.83
Rho: 0.29
 

Quote data

Open: 3.350
High: 3.490
Low: 3.350
Previous Close: 3.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+69.42%
1 Month  
+57.21%
3 Months  
+15.56%
YTD  
+19.93%
1 Year  
+275.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.370 2.060
1M High / 1M Low: 3.370 1.760
6M High / 6M Low: 4.410 1.430
High (YTD): 10/05/2024 4.410
Low (YTD): 07/08/2024 1.430
52W High: 10/05/2024 4.410
52W Low: 26/10/2023 0.500
Avg. price 1W:   2.492
Avg. volume 1W:   0.000
Avg. price 1M:   2.182
Avg. volume 1M:   0.000
Avg. price 6M:   2.824
Avg. volume 6M:   93.023
Avg. price 1Y:   2.510
Avg. volume 1Y:   156.863
Volatility 1M:   160.15%
Volatility 6M:   124.21%
Volatility 1Y:   123.48%
Volatility 3Y:   -