UC WAR. CALL 06/25 SIE/ DE000HC7J4W5 /
| 15/11/2024 15:42:36 | Chg.-0.0100 | Bid16:30:54 | Ask16:30:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -5.88% | - Bid Size: 175,000 |
- Ask Size: 175,000 |
SIEMENS AG NA O.N. | 250.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC7J4W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 21/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 104.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -6.18 |
| Time value: | 0.18 |
| Break-even: | 251.80 |
| Moneyness: | 0.75 |
| Premium: | 0.34 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.03 |
| Spread %: | 20.00% |
| Delta: | 0.11 |
| Theta: | -0.02 |
| Omega: | 11.32 |
| Rho: | 0.11 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1300 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.08% | ||
|---|---|---|---|
| 1 Month | +6.67% | ||
| 3 Months | +138.81% | ||
| YTD | -48.39% | ||
| 1 Year | +6.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.1100 |
| 6M High / 6M Low: | 0.3900 | 0.0340 |
| High (YTD): | 15/03/2024 | 0.4700 |
| Low (YTD): | 16/09/2024 | 0.0340 |
| 52W High: | 15/03/2024 | 0.4700 |
| 52W Low: | 16/09/2024 | 0.0340 |
| Avg. price 1W: | 0.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1439 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1372 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2073 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 225.24% | |
| Volatility 6M: | 260.11% | |
| Volatility 1Y: | 204.30% | |
| Volatility 3Y: | - |
