UC WAR. CALL 12/24 SIE/ DE000HC3TAR6 /
2024-07-05 3:40:37 PM | Chg.+0.0090 | Bid3:56:30 PM | Ask3:56:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0780EUR | +13.04% | 0.0690 Bid Size: 175,000 |
0.0740 Ask Size: 175,000 |
SIEMENS AG NA O.N. | 240.00 - | 2024-12-18 | Call |
Master data
WKN: | HC3TAR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-02-06 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 211.12 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.23 |
Parity: | -6.27 |
Time value: | 0.08 |
Break-even: | 240.84 |
Moneyness: | 0.74 |
Premium: | 0.36 |
Premium p.a.: | 0.96 |
Spread abs.: | 0.03 |
Spread %: | 47.37% |
Delta: | 0.07 |
Theta: | -0.01 |
Omega: | 13.73 |
Rho: | 0.05 |
Quote data
Open: | 0.0690 |
---|---|
High: | 0.0820 |
Low: | 0.0690 |
Previous Close: | 0.0690 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.86% | ||
---|---|---|---|
1 Month | -22.00% | ||
3 Months | -51.25% | ||
YTD | -62.86% | ||
1 Year | -44.29% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0760 | 0.0650 |
---|---|---|
1M High / 1M Low: | 0.1000 | 0.0570 |
6M High / 6M Low: | 0.3100 | 0.0570 |
High (YTD): | 2024-03-15 | 0.3100 |
Low (YTD): | 2024-06-26 | 0.0570 |
52W High: | 2024-03-15 | 0.3100 |
52W Low: | 2023-10-26 | 0.0250 |
Avg. price 1W: | 0.0698 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0714 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1489 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1289 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 171.60% | |
Volatility 6M: | 170.61% | |
Volatility 1Y: | 182.96% | |
Volatility 3Y: | - |