UniCredit Call 150 SIE 19.06.2024
/ DE000HC2VW68
UniCredit Call 150 SIE 19.06.2024/ DE000HC2VW68 /
| 2024-05-06 4:23:20 PM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC2VW6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-04 |
| Last trading day: |
2024-05-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.23 |
| Parity: |
2.73 |
| Time value: |
0.24 |
| Break-even: |
179.70 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
-0.08 |
| Spread %: |
-2.62% |
| Delta: |
0.87 |
| Theta: |
-0.15 |
| Omega: |
5.19 |
| Rho: |
0.08 |
Quote data
| Open: |
2.87 |
| High: |
3.00 |
| Low: |
2.87 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.09% |
| 3 Months |
|
|
+2.39% |
| YTD |
|
|
+28.76% |
| 1 Year |
|
|
+35.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.00 |
2.68 |
| 6M High / 6M Low: |
3.76 |
1.04 |
| High (YTD): |
2024-03-15 |
3.76 |
| Low (YTD): |
2024-01-17 |
1.43 |
| 52W High: |
2024-03-15 |
3.76 |
| 52W Low: |
2023-10-26 |
0.22 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.28% |
| Volatility 6M: |
|
108.45% |
| Volatility 1Y: |
|
143.35% |
| Volatility 3Y: |
|
- |
