UC WAR. CALL 06/25 SIE/ DE000HC7NW71 /
| 15/11/2024 21:40:15 | Chg.-0.0900 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0000EUR | -2.20% | 3.9900 Bid Size: 10,000 |
4.1000 Ask Size: 10,000 |
SIEMENS AG NA O.N. | 150.00 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.13 |
|---|---|
| Intrinsic value: | 3.74 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.23 |
| Parity: | 3.74 |
| Time value: | 0.36 |
| Break-even: | 191.00 |
| Moneyness: | 1.25 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.11 |
| Spread %: | 2.76% |
| Delta: | 0.94 |
| Theta: | -0.02 |
| Omega: | 4.28 |
| Rho: | 0.79 |
Quote data
| Open: | 4.0500 |
|---|---|
| High: | 4.1300 |
| Low: | 3.9900 |
| Previous Close: | 4.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.53% | ||
|---|---|---|---|
| 1 Month | +9.29% | ||
| 3 Months | +77.78% | ||
| YTD | +26.18% | ||
| 1 Year | +140.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0900 | 3.3500 |
|---|---|---|
| 1M High / 1M Low: | 4.1400 | 3.3200 |
| 6M High / 6M Low: | 4.1400 | 1.7400 |
| High (YTD): | 10/05/2024 | 4.6500 |
| Low (YTD): | 07/08/2024 | 1.7400 |
| 52W High: | 10/05/2024 | 4.6500 |
| 52W Low: | 16/11/2023 | 1.6600 |
| Avg. price 1W: | 3.7440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.6857 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1192 | |
| Avg. volume 6M: | 542 | |
| Avg. price 1Y: | 3.1600 | |
| Avg. volume 1Y: | 280.3984 | |
| Volatility 1M: | 113.98% | |
| Volatility 6M: | 109.79% | |
| Volatility 1Y: | 94.51% | |
| Volatility 3Y: | - |
