UC WAR. CALL 12/24 SIE/ DE000HC3TAR6 /
| 7/5/2024 1:40:13 PM | Chg.+0.0130 | Bid3:25:09 PM | Ask3:25:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0820EUR | +18.84% | 0.0780 Bid Size: 175,000 |
0.0830 Ask Size: 175,000 |
SIEMENS AG NA O.N. | 240.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 2/6/2023 |
| Last trading day: | 12/17/2024 |
| 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 | +15.49% | ||
|---|---|---|---|
| 1 Month | -18.00% | ||
| 3 Months | -48.75% | ||
| YTD | -60.95% | ||
| 1 Year | -41.43% | ||
| 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): | 3/15/2024 | 0.3100 |
| Low (YTD): | 6/26/2024 | 0.0570 |
| 52W High: | 3/15/2024 | 0.3100 |
| 52W Low: | 10/26/2023 | 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: | - |
