UniCredit Call 115 SIE 18.12.2024
/ DE000HC8PQK4
UniCredit Call 115 SIE 18.12.2024/ DE000HC8PQK4 /
| 9/18/2024 9:50:47 AM |
Chg.+0.02 |
Bid10:01:44 AM |
Ask10:01:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.72EUR |
+0.21% |
9.71
Bid Size: 20,000 |
9.74
Ask Size: 20,000 |
SIEMENS AG NA O.N. |
115.00 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
8/15/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
52.34 |
| Intrinsic value: |
51.36 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
51.36 |
| Time value: |
-41.59 |
| Break-even: |
124.77 |
| Moneyness: |
1.45 |
| Premium: |
-0.25 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
0.09 |
| Spread %: |
0.93% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.72 |
| High: |
9.72 |
| Low: |
9.72 |
| Previous Close: |
9.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.93% |
| 1 Month |
|
|
+0.83% |
| 3 Months |
|
|
+2.42% |
| YTD |
|
|
+9.71% |
| 1 Year |
|
|
+37.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.70 |
9.63 |
| 1M High / 1M Low: |
9.71 |
9.52 |
| 6M High / 6M Low: |
9.71 |
9.05 |
| High (YTD): |
9/2/2024 |
9.71 |
| Low (YTD): |
1/5/2024 |
8.57 |
| 52W High: |
9/2/2024 |
9.71 |
| 52W Low: |
10/26/2023 |
5.38 |
| Avg. price 1W: |
|
9.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
6.31% |
| Volatility 6M: |
|
9.66% |
| Volatility 1Y: |
|
23.88% |
| Volatility 3Y: |
|
- |
