UC WAR. CALL 06/25 SIE/ DE000HC7NW71 /
| 2024-08-02 9:40:13 PM | Chg.-0.4000 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0200EUR | -16.53% | 2.0200 Bid Size: 15,000 |
2.0400 Ask Size: 15,000 |
SIEMENS AG NA O.N. | 150.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7NW7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.06 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.24 |
| Parity: | 0.78 |
| Time value: | 1.26 |
| Break-even: | 170.40 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 0.99% |
| Delta: | 0.69 |
| Theta: | -0.03 |
| Omega: | 5.30 |
| Rho: | 0.77 |
Quote data
| Open: | 2.3600 |
|---|---|
| High: | 2.3600 |
| Low: | 2.0000 |
| Previous Close: | 2.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.81% | ||
|---|---|---|---|
| 1 Month | -42.94% | ||
| 3 Months | -46.28% | ||
| YTD | -36.28% | ||
| 1 Year | -2.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8300 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 4.0500 | 2.0200 |
| 6M High / 6M Low: | 4.6500 | 2.0200 |
| High (YTD): | 2024-05-10 | 4.6500 |
| Low (YTD): | 2024-08-02 | 2.0200 |
| 52W High: | 2024-05-10 | 4.6500 |
| 52W Low: | 2023-10-26 | 0.6900 |
| Avg. price 1W: | 2.5540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1624 | |
| Avg. volume 1M: | 1,015.1905 | |
| Avg. price 6M: | 3.5137 | |
| Avg. volume 6M: | 169.2047 | |
| Avg. price 1Y: | 2.6480 | |
| Avg. volume 1Y: | 84.8701 | |
| Volatility 1M: | 129.51% | |
| Volatility 6M: | 94.13% | |
| Volatility 1Y: | 98.74% | |
| Volatility 3Y: | - |
