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UniCredit Call 180 SIE 18.12.2024/  DE000HC380A6  /

EUWAX
2024-05-27  8:56:35 AM Chg.0.00 Bid10:42:55 AM Ask10:42:55 AM Underlying Strike price Expiration date Option type
1.31EUR 0.00% 1.38
Bid Size: 125,000		 1.39
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: 13.23
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -0.27
Time value: 1.34
Break-even: 193.40
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.52%
Delta: 0.55
Theta: -0.04
Omega: 7.28
Rho: 0.47
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.96%
1 Month
  -13.25%
3 Months
  -16.03%
YTD  
+2.34%
1 Year
  -2.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.12
1M High / 1M Low: 2.11 1.11
6M High / 6M Low: 2.14 0.59
High (YTD): 2024-03-15 2.14
Low (YTD): 2024-01-17 0.77
52W High: 2024-03-15 2.14
52W Low: 2023-10-26 0.15
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   3,473.68
Avg. price 6M:   1.28
Avg. volume 6M:   532.26
Avg. price 1Y:   0.96
Avg. volume 1Y:   259.84
Volatility 1M:   182.61%
Volatility 6M:   121.92%
Volatility 1Y:   142.84%
Volatility 3Y:   -