UC WAR. CALL 06/25 SIE/ DE000HC96DS0 /
2024-07-15 11:40:42 AM | Chg.- | Bid12:03:18 PM | Ask2024-07-15 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.690EUR | - | 6.670 Bid Size: 80,000 |
- Ask Size: 70,000 |
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: | 2024-07-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.36 |
Leverage: | Yes |
Calculated values
Fair value: | 4.27 |
---|---|
Intrinsic value: | 3.78 |
Implied volatility: | 0.88 |
Historic volatility: | 0.24 |
Parity: | 3.78 |
Time value: | 2.92 |
Break-even: | 187.00 |
Moneyness: | 1.32 |
Premium: | 0.19 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.28 |
Spread %: | 4.36% |
Delta: | 0.78 |
Theta: | -0.07 |
Omega: | 1.84 |
Rho: | 0.49 |
Quote data
Open: | 6.620 |
---|---|
High: | 6.690 |
Low: | 6.620 |
Previous Close: | 6.740 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +8.96% | ||
3 Months | +6.19% | ||
YTD | +24.12% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 6.740 | 5.760 |
6M High / 6M Low: | 7.300 | 4.910 |
High (YTD): | 2024-05-10 | 7.300 |
Low (YTD): | 2024-01-17 | 4.380 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 6.251 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.076 | |
Avg. volume 6M: | .885 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 78.39% | |
Volatility 6M: | 60.77% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |