UC WAR. CALL 12/24 SHL/ DE000HC974A6 /
| 2024-11-14 9:40:33 PM | Chg.+0.0200 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | +3.64% | 0.5600 Bid Size: 15,000 |
0.5700 Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... | 45.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC974A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS HEALTH.AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-12 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.48 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.21 |
| Parity: | 0.48 |
| Time value: | 0.07 |
| Break-even: | 50.50 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 1.85% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 7.54 |
| Rho: | 0.03 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5200 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.49% | ||
|---|---|---|---|
| 1 Month | -31.33% | ||
| 3 Months | -22.97% | ||
| YTD | -45.71% | ||
| 1 Year | -34.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.4200 |
| 6M High / 6M Low: | 1.1600 | 0.4200 |
| High (YTD): | 2024-03-08 | 1.4100 |
| Low (YTD): | 2024-10-31 | 0.4200 |
| 52W High: | 2024-03-08 | 1.4100 |
| 52W Low: | 2024-10-31 | 0.4200 |
| Avg. price 1W: | 0.6920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6465 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8360 | |
| Avg. volume 6M: | 8.0455 | |
| Avg. price 1Y: | 0.9501 | |
| Avg. volume 1Y: | 4.1484 | |
| Volatility 1M: | 235.28% | |
| Volatility 6M: | 146.42% | |
| Volatility 1Y: | 114.58% | |
| Volatility 3Y: | - |
