UC WAR. CALL 12/24 SIE/ DE000HC380A6 /
| 11/14/2024 8:01:20 AM | Chg.-0.1200 | Bid8:07:28 AM | Ask8:07:28 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | -17.91% | 0.5800 Bid Size: 15,000 |
1.1100 Ask Size: 15,000 |
SIEMENS AG NA O.N. | 180.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 1/16/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | -0.21 |
| Time value: | 0.65 |
| Break-even: | 186.50 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.03 |
| Spread %: | 4.84% |
| Delta: | 0.49 |
| Theta: | -0.11 |
| Omega: | 13.32 |
| Rho: | 0.08 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5500 |
| Low: | 0.5500 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -54.55% | ||
|---|---|---|---|
| 1 Month | -55.65% | ||
| 3 Months | +96.43% | ||
| YTD | -57.36% | ||
| 1 Year | +61.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2100 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.2400 | 0.6400 |
| 6M High / 6M Low: | 2.0100 | 0.2700 |
| High (YTD): | 3/15/2024 | 2.1500 |
| Low (YTD): | 8/12/2024 | 0.2700 |
| 52W High: | 3/15/2024 | 2.1500 |
| 52W Low: | 8/12/2024 | 0.2700 |
| Avg. price 1W: | 0.8860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9352 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8570 | |
| Avg. volume 6M: | 35.6061 | |
| Avg. price 1Y: | 1.0385 | |
| Avg. volume 1Y: | 28.1250 | |
| Volatility 1M: | 232.50% | |
| Volatility 6M: | 242.30% | |
| Volatility 1Y: | 194.37% | |
| Volatility 3Y: | - |
