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UniCredit Call 190 SIE 18.12.2024/  DE000HC93YC7  /

Frankfurt Zert./HVB
2024-11-15  7:36:30 PM Chg.-0.390 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
0.410EUR -48.75% 0.390
Bid Size: 20,000		 0.500
Ask Size: 20,000		 SIEMENS AG NA O.N. 190.00 - 2024-12-18 Call
 

Master data

WKN: HC93YC
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-12-18
Issue date: 2023-09-07
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.48
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.26
Time value: 0.50
Break-even: 195.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.57
Spread abs.: 0.11
Spread %: 28.21%
Delta: 0.46
Theta: -0.10
Omega: 17.26
Rho: 0.07
 

Quote data

Open: 0.510
High: 0.520
Low: 0.410
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month
  -34.92%
3 Months  
+115.79%
YTD
  -56.84%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.240
1M High / 1M Low: 0.800 0.240
6M High / 6M Low: 0.980 0.130
High (YTD): 2024-03-15 1.600
Low (YTD): 2024-09-16 0.130
52W High: 2024-03-15 1.600
52W Low: 2024-09-16 0.130
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.466
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   0.687
Avg. volume 1Y:   0.000
Volatility 1M:   677.47%
Volatility 6M:   373.22%
Volatility 1Y:   281.94%
Volatility 3Y:   -