UC WAR. CALL 12/24 SIE/ DE000HC93YC7 /
2024-08-05 5:41:43 PM | Chg.-0.0300 | Bid2024-08-05 | Ask2024-08-05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1900EUR | -13.64% | 0.1800 Bid Size: 60,000 |
0.1900 Ask Size: 60,000 |
SIEMENS AG NA O.N. | 190.00 - | 2024-12-18 | Call |
Master data
WKN: | HC93YC |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 190.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-07 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 68.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.24 |
Parity: | -3.22 |
Time value: | 0.23 |
Break-even: | 192.30 |
Moneyness: | 0.83 |
Premium: | 0.22 |
Premium p.a.: | 0.71 |
Spread abs.: | 0.02 |
Spread %: | 9.52% |
Delta: | 0.17 |
Theta: | -0.03 |
Omega: | 11.92 |
Rho: | 0.09 |
Quote data
Open: | 0.1000 |
---|---|
High: | 0.2200 |
Low: | 0.1000 |
Previous Close: | 0.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -53.66% | ||
---|---|---|---|
1 Month | -75.32% | ||
3 Months | -81.00% | ||
YTD | -79.79% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4300 | 0.2200 |
---|---|---|
1M High / 1M Low: | 0.9900 | 0.2200 |
6M High / 6M Low: | 1.6100 | 0.2200 |
High (YTD): | 2024-03-15 | 1.6100 |
Low (YTD): | 2024-08-02 | 0.2200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5929 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9031 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 255.07% | |
Volatility 6M: | 181.33% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |