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UniCredit Call 220 SIE 18.12.2024/  DE000HC6WCF4  /

Frankfurt Zert./HVB
2024-06-13  7:32:53 PM Chg.-0.070 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
0.150EUR -31.82% 0.150
Bid Size: 25,000		 0.180
Ask Size: 25,000		 SIEMENS AG NA O.N. 220.00 - 2024-12-18 Call
 

Master data

WKN: HC6WCF
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-18
Issue date: 2023-05-23
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.43
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -4.19
Time value: 0.23
Break-even: 222.30
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.15
Theta: -0.02
Omega: 11.90
Rho: 0.13
 

Quote data

Open: 0.200
High: 0.210
Low: 0.150
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -68.75%
3 Months
  -73.21%
YTD
  -59.46%
1 Year
  -74.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.480 0.170
6M High / 6M Low: 0.590 0.170
High (YTD): 2024-03-15 0.590
Low (YTD): 2024-06-11 0.170
52W High: 2024-03-15 0.590
52W Low: 2023-10-26 0.051
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   264.52%
Volatility 6M:   179.33%
Volatility 1Y:   172.97%
Volatility 3Y:   -