UniCredit Call 120 SIE 18.06.2025
/ DE000HC96DS0
UniCredit Call 120 SIE 18.06.2025/ DE000HC96DS0 /
| 15/07/2024 08:26:32 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
120.00 - |
18/06/2025 |
Call |
Master data
| WKN: |
HC96DS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
18/06/2025 |
| Issue date: |
11/09/2023 |
| Last trading day: |
15/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.24 |
| Parity: |
3.78 |
| Time value: |
2.92 |
| Break-even: |
187.00 |
| Moneyness: |
1.32 |
| Premium: |
0.19 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.28 |
| Spread %: |
4.36% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
1.84 |
| Rho: |
0.49 |
Quote data
| Open: |
6.64 |
| High: |
6.64 |
| Low: |
6.64 |
| Previous Close: |
6.73 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.50% |
| 3 Months |
|
|
+5.40% |
| YTD |
|
|
+23.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.73 |
5.75 |
| 6M High / 6M Low: |
7.29 |
4.89 |
| High (YTD): |
10/05/2024 |
7.29 |
| Low (YTD): |
17/01/2024 |
4.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.08% |
| Volatility 6M: |
|
61.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
