UniCredit Call 150 SIE 18.12.2024
/ DE000HC310U1
UniCredit Call 150 SIE 18.12.2024/ DE000HC310U1 /
| 23/05/2024 18:52:01 |
Chg.+0.33 |
Bid19:56:55 |
Ask19:56:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
+10.86% |
3.30
Bid Size: 25,000 |
3.31
Ask Size: 25,000 |
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: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
2.37 |
| Time value: |
0.83 |
| Break-even: |
182.00 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.14 |
| Spread %: |
4.58% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
4.34 |
| Rho: |
0.61 |
Quote data
| Open: |
3.10 |
| High: |
3.38 |
| Low: |
3.10 |
| Previous Close: |
3.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.64% |
| 1 Month |
|
|
+0.30% |
| 3 Months |
|
|
-0.59% |
| YTD |
|
|
+15.81% |
| 1 Year |
|
|
+33.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
3.01 |
| 1M High / 1M Low: |
4.41 |
3.01 |
| 6M High / 6M Low: |
4.41 |
1.58 |
| High (YTD): |
10/05/2024 |
4.41 |
| Low (YTD): |
17/01/2024 |
2.05 |
| 52W High: |
10/05/2024 |
4.41 |
| 52W Low: |
26/10/2023 |
0.49 |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
113.56% |
| Volatility 6M: |
|
87.48% |
| Volatility 1Y: |
|
107.75% |
| Volatility 3Y: |
|
- |
