UC WAR. CALL 12/24 SHL/ DE000HC974A6 /
| 26/09/2024 21:42:27 | Chg.+0.0400 | Bid21:44:30 | Ask21:44:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | +5.88% | 0.7200 Bid Size: 15,000 |
0.7300 Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... | 45.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 12/09/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.61 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | 0.61 |
| Time value: | 0.08 |
| Break-even: | 51.90 |
| Moneyness: | 1.13 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 1.47% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 6.38 |
| Rho: | 0.08 |
Quote data
| Open: | 0.6200 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6200 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | -2.70% | ||
| 3 Months | -33.33% | ||
| YTD | -31.43% | ||
| 1 Year | -6.49% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6800 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.4600 |
| 6M High / 6M Low: | 1.3000 | 0.4600 |
| High (YTD): | 08/03/2024 | 1.4100 |
| Low (YTD): | 23/09/2024 | 0.4600 |
| 52W High: | 08/03/2024 | 1.4100 |
| 52W Low: | 23/09/2024 | 0.4600 |
| Avg. price 1W: | 0.5440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6687 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9216 | |
| Avg. volume 6M: | 8.2326 | |
| Avg. price 1Y: | 0.9575 | |
| Avg. volume 1Y: | 5.3672 | |
| Volatility 1M: | 157.44% | |
| Volatility 6M: | 106.25% | |
| Volatility 1Y: | 94.56% | |
| Volatility 3Y: | - |
