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UniCredit Call 180 SIE 18.12.2024/  DE000HC380A6  /

Frankfurt Zert./HVB
2024-05-10  7:27:39 PM Chg.+0.250 Bid9:59:28 PM Ask9:59:28 PM Underlying Strike price Expiration date Option type
2.110EUR +13.44% 2.110
Bid Size: 15,000		 2.130
Ask Size: 15,000		 SIEMENS AG NA O.N. 180.00 EUR 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 EUR
Maturity: 2024-12-18
Issue date: 2023-01-16
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.85
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 0.84
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 0.84
Time value: 1.29
Break-even: 201.30
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.95%
Delta: 0.67
Theta: -0.04
Omega: 5.96
Rho: 0.64
 

Quote data

Open: 1.870
High: 2.130
Low: 1.870
Previous Close: 1.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+46.53%
1 Month  
+61.07%
3 Months  
+99.06%
YTD  
+63.57%
1 Year  
+93.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.580
1M High / 1M Low: 2.110 1.310
6M High / 6M Low: 2.130 0.270
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:   1.772
Avg. volume 1W:   0.000
Avg. price 1M:   1.488
Avg. volume 1M:   0.000
Avg. price 6M:   1.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.952
Avg. volume 1Y:   0.000
Volatility 1M:   101.39%
Volatility 6M:   131.79%
Volatility 1Y:   138.73%
Volatility 3Y:   -