UC WAR. CALL 06/25 SIE/ DE000HC7NW71 /
8/2/2024 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 - | 6/18/2025 | 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: | 6/18/2025 |
Issue date: | 6/26/2023 |
Last trading day: | 6/17/2025 |
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): | 5/10/2024 | 4.6500 |
Low (YTD): | 8/2/2024 | 2.0200 |
52W High: | 5/10/2024 | 4.6500 |
52W Low: | 10/26/2023 | 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: | - |