UniCredit Call 180 SIE 18.12.2024
/ DE000HC380A6
UniCredit Call 180 SIE 18.12.2024/ DE000HC380A6 /
| 5/27/2024 6:59:01 PM |
Chg.+0.09 |
Bid5/27/2024 |
Ask5/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+6.87% |
1.40
Bid Size: 35,000 |
1.41
Ask Size: 35,000 |
SIEMENS AG NA O.N. |
180.00 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
1/16/2023 |
| Last trading day: |
12/17/2024 |
| 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: |
1.41 |
| Low: |
1.31 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-7.28% |
| 3 Months |
|
|
-10.26% |
| YTD |
|
|
+9.38% |
| 1 Year |
|
|
+4.48% |
| 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): |
3/15/2024 |
2.14 |
| Low (YTD): |
1/17/2024 |
0.77 |
| 52W High: |
3/15/2024 |
2.14 |
| 52W Low: |
10/26/2023 |
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: |
|
- |
