UniCredit Call 160 SIE 18.12.2024
/ DE000HC8PQQ1
UniCredit Call 160 SIE 18.12.2024/ DE000HC8PQQ1 /
| 2024-08-05 3:31:37 PM |
Chg.-0.69 |
Bid5:29:50 PM |
Ask5:29:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.03EUR |
-14.62% |
4.35
Bid Size: 20,000 |
4.39
Ask Size: 20,000 |
SIEMENS AG NA O.N. |
160.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC8PQQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-08-15 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
32.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.24 |
| Parity: |
-2.20 |
| Time value: |
4.79 |
| Break-even: |
164.79 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.13 |
| Spread %: |
2.79% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
16.89 |
| Rho: |
0.28 |
Quote data
| Open: |
4.17 |
| High: |
4.17 |
| Low: |
4.03 |
| Previous Close: |
4.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.21% |
| 1 Month |
|
|
-44.87% |
| 3 Months |
|
|
-44.26% |
| YTD |
|
|
-30.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.42 |
4.72 |
| 1M High / 1M Low: |
8.08 |
4.72 |
| 6M High / 6M Low: |
8.09 |
4.72 |
| High (YTD): |
2024-05-15 |
8.09 |
| Low (YTD): |
2024-01-17 |
4.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.86% |
| Volatility 6M: |
|
68.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
