UniCredit Call 150 SIE 18.12.2024
/ DE000HC310U1
UniCredit Call 150 SIE 18.12.2024/ DE000HC310U1 /
| 9/20/2024 9:19:08 PM |
Chg.-0.30 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-12.77% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.99 |
| Time value: |
0.35 |
| Break-even: |
173.40 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
6.09 |
| Rho: |
0.29 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.04 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
+6.77% |
| 3 Months |
|
|
-24.35% |
| YTD |
|
|
-29.55% |
| 1 Year |
|
|
+97.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
1.81 |
| 1M High / 1M Low: |
2.47 |
1.74 |
| 6M High / 6M Low: |
4.41 |
1.41 |
| High (YTD): |
5/10/2024 |
4.41 |
| Low (YTD): |
8/7/2024 |
1.41 |
| 52W High: |
5/10/2024 |
4.41 |
| 52W Low: |
10/26/2023 |
0.49 |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.86 |
| Avg. volume 6M: |
|
105.01 |
| Avg. price 1Y: |
|
2.47 |
| Avg. volume 1Y: |
|
52.91 |
| Volatility 1M: |
|
105.16% |
| Volatility 6M: |
|
114.60% |
| Volatility 1Y: |
|
117.40% |
| Volatility 3Y: |
|
- |
