UC WAR. CALL 12/24 SIE/ DE000HC84333 /
| 7/10/2024 9:42:06 AM | Chg.0.0000 | Bid11:02:13 AM | Ask11:02:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | 0.00% | 0.2200 Bid Size: 200,000 |
0.2300 Ask Size: 200,000 |
SIEMENS AG NA O.N. | 210.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC8433 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/19/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 78.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | -3.67 |
| Time value: | 0.22 |
| Break-even: | 212.20 |
| Moneyness: | 0.83 |
| Premium: | 0.22 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.03 |
| Spread %: | 15.79% |
| Delta: | 0.16 |
| Theta: | -0.02 |
| Omega: | 12.52 |
| Rho: | 0.11 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.59% | ||
|---|---|---|---|
| 1 Month | -30.00% | ||
| 3 Months | -55.32% | ||
| YTD | -58.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.1900 |
| 6M High / 6M Low: | 0.8500 | 0.1900 |
| High (YTD): | 3/15/2024 | 0.8500 |
| Low (YTD): | 6/14/2024 | 0.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2545 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4316 | |
| Avg. volume 6M: | 1.2283 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 254.68% | |
| Volatility 6M: | 184.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
