UC WAR. CALL 12/24 SIE/ DE000HC310U1 /
| 8/5/2024 9:40:00 AM | Chg.-0.3500 | Bid10:01:46 AM | Ask10:01:46 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | -20.71% | 1.4300 Bid Size: 3,000 |
1.4900 Ask Size: 3,000 |
SIEMENS AG NA O.N. | 150.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC310U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | 0.78 |
| Time value: | 0.93 |
| Break-even: | 167.10 |
| Moneyness: | 1.05 |
| Premium: | 0.06 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.02 |
| Spread %: | 1.18% |
| Delta: | 0.67 |
| Theta: | -0.05 |
| Omega: | 6.16 |
| Rho: | 0.33 |
Quote data
| Open: | 1.3300 |
|---|---|
| High: | 1.3400 |
| Low: | 1.3300 |
| Previous Close: | 1.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -45.31% | ||
|---|---|---|---|
| 1 Month | -59.15% | ||
| 3 Months | -61.49% | ||
| YTD | -54.11% | ||
| 1 Year | -29.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5300 | 1.6900 |
|---|---|---|
| 1M High / 1M Low: | 3.8100 | 1.6900 |
| 6M High / 6M Low: | 4.4200 | 1.6900 |
| High (YTD): | 5/10/2024 | 4.4200 |
| Low (YTD): | 8/2/2024 | 1.6900 |
| 52W High: | 5/10/2024 | 4.4200 |
| 52W Low: | 10/26/2023 | 0.5100 |
| Avg. price 1W: | 2.2400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8795 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2422 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.3986 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 147.43% | |
| Volatility 6M: | 106.90% | |
| Volatility 1Y: | 114.68% | |
| Volatility 3Y: | - |
