UC WAR. CALL 12/25 SIE/ DE000HD1EA80 /
| 2024-07-09 3:42:03 PM | Chg.-0.0500 | Bid5:35:28 PM | Ask5:35:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -11.90% | 0.3400 Bid Size: 50,000 |
0.3500 Ask Size: 50,000 |
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: | 41.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.23 |
| Parity: | -7.28 |
| Time value: | 0.43 |
| Break-even: | 254.30 |
| Moneyness: | 0.71 |
| Premium: | 0.44 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.03 |
| Spread %: | 7.50% |
| Delta: | 0.18 |
| Theta: | -0.02 |
| Omega: | 7.48 |
| Rho: | 0.40 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4200 |
| Low: | 0.3700 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.13% | ||
|---|---|---|---|
| 1 Month | -17.78% | ||
| 3 Months | -31.48% | ||
| YTD | -24.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.3300 |
| 6M High / 6M Low: | 0.8000 | 0.3300 |
| High (YTD): | 2024-03-15 | 0.8000 |
| Low (YTD): | 2024-06-14 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3952 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4915 | |
| Avg. volume 6M: | 19.3386 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.67% | |
| Volatility 6M: | 120.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
