UniCredit Call 115 SIE 18.12.2024
/ DE000HC8PQK4
UniCredit Call 115 SIE 18.12.2024/ DE000HC8PQK4 /
11/10/2024 19:35:12 |
Chg.+0.030 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
9.770EUR |
+0.31% |
9.700 Bid Size: 2,000 |
9.930 Ask Size: 2,000 |
SIEMENS AG NA O.N. |
115.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC8PQK |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
18/12/2024 |
Issue date: |
15/08/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
18.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
71.53 |
Intrinsic value: |
70.84 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
70.84 |
Time value: |
-60.91 |
Break-even: |
124.93 |
Moneyness: |
1.62 |
Premium: |
-0.33 |
Premium p.a.: |
-0.89 |
Spread abs.: |
0.23 |
Spread %: |
2.37% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
9.780 |
High: |
9.790 |
Low: |
9.770 |
Previous Close: |
9.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.72% |
1 Month |
|
|
+1.03% |
3 Months |
|
|
+0.72% |
YTD |
|
|
+10.15% |
1 Year |
|
|
+39.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.770 |
9.690 |
1M High / 1M Low: |
9.770 |
9.630 |
6M High / 6M Low: |
9.770 |
9.050 |
High (YTD): |
11/10/2024 |
9.770 |
Low (YTD): |
05/01/2024 |
8.560 |
52W High: |
11/10/2024 |
9.770 |
52W Low: |
26/10/2023 |
5.360 |
Avg. price 1W: |
|
9.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.577 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.014 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
5.51% |
Volatility 6M: |
|
9.31% |
Volatility 1Y: |
|
21.46% |
Volatility 3Y: |
|
- |