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UniCredit Call 180 SIE 18.12.2024/  DE000HC380A6  /

EUWAX
6/25/2024  4:58:53 PM Chg.-0.020 Bid5:35:57 PM Ask5:35:57 PM Underlying Strike price Expiration date Option type
0.860EUR -2.27% 0.870
Bid Size: 50,000		 0.880
Ask Size: 50,000		 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: 18.80
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -0.90
Time value: 0.91
Break-even: 189.10
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 3.41%
Delta: 0.46
Theta: -0.04
Omega: 8.55
Rho: 0.33
 

Quote data

Open: 0.880
High: 0.900
Low: 0.860
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -34.35%
3 Months
  -38.57%
YTD
  -32.81%
1 Year
  -31.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.830
1M High / 1M Low: 1.410 0.770
6M High / 6M Low: 2.140 0.770
High (YTD): 3/15/2024 2.140
Low (YTD): 6/14/2024 0.770
52W High: 3/15/2024 2.140
52W Low: 10/26/2023 0.150
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   1.092
Avg. volume 1M:   0.000
Avg. price 6M:   1.308
Avg. volume 6M:   528
Avg. price 1Y:   0.934
Avg. volume 1Y:   258.824
Volatility 1M:   190.36%
Volatility 6M:   136.90%
Volatility 1Y:   149.96%
Volatility 3Y:   -