UC WAR. CALL 12/25 SIE/ DE000HD1EA80 /
| 2024-11-15 3:40:57 PM | Chg.+0.0100 | Bid3:41:53 PM | Ask3:41:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | +2.38% | 0.4200 Bid Size: 175,000 |
0.4300 Ask Size: 175,000 |
SIEMENS AG NA O.N. | 250.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD1EA8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 43.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.24 |
| Parity: | -6.18 |
| Time value: | 0.43 |
| Break-even: | 254.30 |
| Moneyness: | 0.75 |
| Premium: | 0.35 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.03 |
| Spread %: | 7.50% |
| Delta: | 0.19 |
| Theta: | -0.02 |
| Omega: | 8.22 |
| Rho: | 0.34 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3800 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.86% | ||
|---|---|---|---|
| 1 Month | +13.16% | ||
| 3 Months | +138.89% | ||
| YTD | -12.24% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2900 |
| 6M High / 6M Low: | 0.7100 | 0.1200 |
| High (YTD): | 2024-03-15 | 0.8000 |
| Low (YTD): | 2024-08-06 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3583 | |
| Avg. volume 1M: | 195.6522 | |
| Avg. price 6M: | 0.3270 | |
| Avg. volume 6M: | 34.0909 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 187.59% | |
| Volatility 6M: | 176.78% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
