UC WAR. CALL 06/25 SIE/ DE000HC96DS0 /
| 15/07/2024 11:40:42 | Chg.- | Bid12:03:18 | Ask15/07/2024 | 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 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 11/09/2023 |
| Last trading day: | 15/07/2024 |
| 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): | 10/05/2024 | 7.300 |
| Low (YTD): | 17/01/2024 | 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: | - |
