UC WAR. CALL 09/24 SHL/ DE000HC9FE55 /
| 8/2/2024 7:40:43 PM | Chg.-0.0130 | Bid8:12:50 PM | Ask8:12:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0180EUR | -41.94% | 0.0010 Bid Size: 15,000 |
0.0600 Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... | 55.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9FE5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS HEALTH.AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/26/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 107.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | -0.57 |
| Time value: | 0.05 |
| Break-even: | 55.46 |
| Moneyness: | 0.90 |
| Premium: | 0.12 |
| Premium p.a.: | 1.48 |
| Spread abs.: | 0.03 |
| Spread %: | 187.50% |
| Delta: | 0.17 |
| Theta: | -0.01 |
| Omega: | 18.65 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0180 |
|---|---|
| High: | 0.0180 |
| Low: | 0.0180 |
| Previous Close: | 0.0310 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -88.75% | ||
|---|---|---|---|
| 1 Month | -90.00% | ||
| 3 Months | -91.43% | ||
| YTD | -95.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.0310 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.0310 |
| 6M High / 6M Low: | 0.5600 | 0.0310 |
| High (YTD): | 3/8/2024 | 0.5600 |
| Low (YTD): | 8/1/2024 | 0.0310 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1256 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1803 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2934 | |
| Avg. volume 6M: | 47.2441 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 370.54% | |
| Volatility 6M: | 206.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
