UC WAR. CALL 12/24 SIE/ DE000HC380A6 /
| 11/09/2024 15:40:10 | Chg.+0.0100 | Bid15:42:04 | Ask15:42:04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | +3.13% | 0.3100 Bid Size: 200,000 |
0.3200 Ask Size: 200,000 |
SIEMENS AG NA O.N. | 180.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC380A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 16/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 47.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -1.76 |
| Time value: | 0.34 |
| Break-even: | 183.40 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.02 |
| Spread %: | 6.25% |
| Delta: | 0.27 |
| Theta: | -0.04 |
| Omega: | 12.82 |
| Rho: | 0.11 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3200 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.26% | ||
|---|---|---|---|
| 1 Month | +13.79% | ||
| 3 Months | -68.27% | ||
| YTD | -74.42% | ||
| 1 Year | -19.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.2700 |
| 6M High / 6M Low: | 2.1500 | 0.2700 |
| High (YTD): | 15/03/2024 | 2.1500 |
| Low (YTD): | 12/08/2024 | 0.2700 |
| 52W High: | 15/03/2024 | 2.1500 |
| 52W Low: | 26/10/2023 | 0.1700 |
| Avg. price 1W: | 0.3720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4118 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0984 | |
| Avg. volume 6M: | 55.8140 | |
| Avg. price 1Y: | 0.9426 | |
| Avg. volume 1Y: | 28.1250 | |
| Volatility 1M: | 166.22% | |
| Volatility 6M: | 178.47% | |
| Volatility 1Y: | 164.98% | |
| Volatility 3Y: | - |
