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UniCredit Call 180 SIE 18.12.2024/  DE000HC380A6  /

Frankfurt Zert./HVB
2024-05-28  11:51:36 AM Chg.+0.130 Bid12:29:23 PM Ask12:29:23 PM Underlying Strike price Expiration date Option type
1.530EUR +9.29% 1.470
Bid Size: 125,000		 1.480
Ask Size: 125,000		 SIEMENS AG NA O.N. 180.00 - 2024-12-18 Call
 

Master data

WKN: HC380A
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-12-18
Issue date: 2023-01-16
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.69
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -0.11
Time value: 1.41
Break-even: 194.10
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.44%
Delta: 0.57
Theta: -0.04
Omega: 7.22
Rho: 0.49
 

Quote data

Open: 1.410
High: 1.530
Low: 1.410
Previous Close: 1.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.40%
1 Month  
+1.32%
3 Months
  -13.56%
YTD  
+18.60%
1 Year  
+14.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.130
1M High / 1M Low: 2.110 1.110
6M High / 6M Low: 2.130 0.630
High (YTD): 2024-03-15 2.130
Low (YTD): 2024-01-17 0.770
52W High: 2024-03-15 2.130
52W Low: 2023-10-26 0.160
Avg. price 1W:   1.256
Avg. volume 1W:   0.000
Avg. price 1M:   1.513
Avg. volume 1M:   0.000
Avg. price 6M:   1.290
Avg. volume 6M:   0.000
Avg. price 1Y:   0.960
Avg. volume 1Y:   0.000
Volatility 1M:   182.74%
Volatility 6M:   129.49%
Volatility 1Y:   143.57%
Volatility 3Y:   -