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UniCredit Call 150 SIE 18.06.2025/  DE000HC7NW71  /

Frankfurt Zert./HVB
2024-07-10  3:53:48 PM Chg.+0.200 Bid4:18:54 PM Ask4:18:54 PM Underlying Strike price Expiration date Option type
3.390EUR +6.27% 3.430
Bid Size: 90,000		 3.440
Ask Size: 90,000		 SIEMENS AG NA O.N. 150.00 - 2025-06-18 Call
 

Master data

WKN: HC7NW7
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-06-18
Issue date: 2023-06-26
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 3.26
Intrinsic value: 2.33
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 2.33
Time value: 0.88
Break-even: 182.10
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.94%
Delta: 0.83
Theta: -0.02
Omega: 4.46
Rho: 1.04
 

Quote data

Open: 3.180
High: 3.390
Low: 3.180
Previous Close: 3.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.14%
1 Month  
+0.59%
3 Months
  -4.51%
YTD  
+6.60%
1 Year  
+79.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.540 3.190
1M High / 1M Low: 3.660 2.740
6M High / 6M Low: 4.640 2.310
High (YTD): 2024-05-10 4.640
Low (YTD): 2024-01-17 2.310
52W High: 2024-05-10 4.640
52W Low: 2023-10-26 0.660
Avg. price 1W:   3.454
Avg. volume 1W:   0.000
Avg. price 1M:   3.191
Avg. volume 1M:   0.000
Avg. price 6M:   3.442
Avg. volume 6M:   0.000
Avg. price 1Y:   2.565
Avg. volume 1Y:   0.000
Volatility 1M:   112.72%
Volatility 6M:   84.95%
Volatility 1Y:   96.75%
Volatility 3Y:   -