UC WAR. CALL 06/24 SIE/ DE000HC2VW76 /
| 2024-06-11 9:41:05 PM | Chg.-0.0200 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0480EUR | -29.41% | 0.0190 Bid Size: 25,000 |
0.0710 Ask Size: 25,000 |
SIEMENS AG NA O.N. | 180.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2VW7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 183.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -0.56 |
| Time value: | 0.10 |
| Break-even: | 180.95 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 4.32 |
| Spread abs.: | 0.04 |
| Spread %: | 58.33% |
| Delta: | 0.23 |
| Theta: | -0.14 |
| Omega: | 42.81 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0680 |
|---|---|
| High: | 0.0770 |
| Low: | 0.0480 |
| Previous Close: | 0.0680 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -82.86% | ||
|---|---|---|---|
| 1 Month | -95.90% | ||
| 3 Months | -95.68% | ||
| YTD | -92.73% | ||
| 1 Year | -94.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.0480 |
|---|---|---|
| 1M High / 1M Low: | 1.1300 | 0.0480 |
| 6M High / 6M Low: | 1.2800 | 0.0480 |
| High (YTD): | 2024-03-15 | 1.2800 |
| Low (YTD): | 2024-06-11 | 0.0480 |
| 52W High: | 2024-03-15 | 1.2800 |
| 52W Low: | 2024-06-11 | 0.0480 |
| Avg. price 1W: | 0.1312 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3062 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5481 | |
| Avg. volume 6M: | 56 | |
| Avg. price 1Y: | 0.4341 | |
| Avg. volume 1Y: | 46.8750 | |
| Volatility 1M: | 580.00% | |
| Volatility 6M: | 301.17% | |
| Volatility 1Y: | 241.56% | |
| Volatility 3Y: | - |
