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UniCredit Call 240 SIE 18.12.2024/  DE000HC3TAR6  /

Frankfurt Zert./HVB
2024-06-13  7:38:57 PM Chg.-0.027 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.063EUR -30.00% 0.059
Bid Size: 25,000		 0.085
Ask Size: 25,000		 SIEMENS AG NA O.N. 240.00 - 2024-12-18 Call
 

Master data

WKN: HC3TAR
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-12-18
Issue date: 2023-02-06
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 161.91
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -6.19
Time value: 0.11
Break-even: 241.10
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.08
Theta: -0.01
Omega: 12.79
Rho: 0.07
 

Quote data

Open: 0.078
High: 0.086
Low: 0.062
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.74%
1 Month
  -70.00%
3 Months
  -77.50%
YTD
  -70.00%
1 Year
  -82.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.067
1M High / 1M Low: 0.210 0.067
6M High / 6M Low: 0.300 0.067
High (YTD): 2024-03-15 0.300
Low (YTD): 2024-06-11 0.067
52W High: 2023-06-15 0.360
52W Low: 2023-10-26 0.035
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.138
Avg. volume 1Y:   0.000
Volatility 1M:   300.65%
Volatility 6M:   192.15%
Volatility 1Y:   181.77%
Volatility 3Y:   -