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UniCredit Call 150 SIE 18.12.2024/  DE000HC310U1  /

Frankfurt Zert./HVB
9/26/2024  7:33:52 PM Chg.+0.820 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
3.370EUR +32.16% 3.390
Bid Size: 12,000		 3.420
Ask Size: 12,000		 SIEMENS AG NA O.N. 150.00 - 12/18/2024 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: 12/18/2024
Issue date: 1/11/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 2.25
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 2.25
Time value: 0.33
Break-even: 175.80
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.18%
Delta: 0.85
Theta: -0.05
Omega: 5.71
Rho: 0.28
 

Quote data

Open: 2.670
High: 3.390
Low: 2.670
Previous Close: 2.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+44.02%
1 Month  
+50.45%
3 Months  
+28.14%
YTD  
+15.81%
1 Year  
+326.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.550 2.060
1M High / 1M Low: 2.550 1.760
6M High / 6M Low: 4.410 1.430
High (YTD): 5/10/2024 4.410
Low (YTD): 8/7/2024 1.430
52W High: 5/10/2024 4.410
52W Low: 10/26/2023 0.500
Avg. price 1W:   2.286
Avg. volume 1W:   0.000
Avg. price 1M:   2.133
Avg. volume 1M:   0.000
Avg. price 6M:   2.824
Avg. volume 6M:   93.023
Avg. price 1Y:   2.500
Avg. volume 1Y:   156.863
Volatility 1M:   120.93%
Volatility 6M:   116.15%
Volatility 1Y:   120.74%
Volatility 3Y:   -