UC WAR. CALL 09/24 SIE/ DE000HD4Q0Z8 /
| 7/26/2024 9:42:24 PM | Chg.+0.0020 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0740EUR | +2.78% | 0.0650 Bid Size: 25,000 |
0.0910 Ask Size: 25,000 |
SIEMENS AG NA O.N. | 195.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD4Q0Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 4/16/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 186.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -2.52 |
| Time value: | 0.09 |
| Break-even: | 195.91 |
| Moneyness: | 0.87 |
| Premium: | 0.15 |
| Premium p.a.: | 1.68 |
| Spread abs.: | 0.03 |
| Spread %: | 37.88% |
| Delta: | 0.11 |
| Theta: | -0.03 |
| Omega: | 20.68 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0720 |
|---|---|
| High: | 0.0740 |
| Low: | 0.0720 |
| Previous Close: | 0.0720 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.73% | ||
|---|---|---|---|
| 1 Month | -66.36% | ||
| 3 Months | -85.49% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0720 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.0720 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0998 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1959 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 387.90% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
