UC WAR. CALL 06/25 SIE/ DE000HC96DS0 /
| 2024-07-10 9:41:21 PM | Chg.+0.300 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.060EUR | +5.21% | 6.070 Bid Size: 10,000 |
6.100 Ask Size: 10,000 |
SIEMENS AG NA O.N. | 120.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC96DS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.78 |
|---|---|
| Intrinsic value: | 5.33 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.23 |
| Parity: | 5.33 |
| Time value: | 0.45 |
| Break-even: | 177.80 |
| Moneyness: | 1.44 |
| Premium: | 0.03 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 0.52% |
| Delta: | 0.97 |
| Theta: | -0.01 |
| Omega: | 2.90 |
| Rho: | 1.03 |
Quote data
| Open: | 5.760 |
|---|---|
| High: | 6.060 |
| Low: | 5.750 |
| Previous Close: | 5.760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.49% | ||
|---|---|---|---|
| 1 Month | +2.71% | ||
| 3 Months | +0.66% | ||
| YTD | +12.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.150 | 5.760 |
|---|---|---|
| 1M High / 1M Low: | 6.200 | 5.100 |
| 6M High / 6M Low: | 7.300 | 4.380 |
| High (YTD): | 2024-05-10 | 7.300 |
| Low (YTD): | 2024-01-17 | 4.380 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.054 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.705 | |
| Avg. volume 1M: | 2.273 | |
| Avg. price 6M: | 5.887 | |
| Avg. volume 6M: | .787 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.50% | |
| Volatility 6M: | 58.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
