UC WAR. CALL 06/25 SIE/ DE000HC7J4X3 /
| 2024-06-04 3:40:02 PM | Chg.-0.0010 | Bid5:02:03 PM | Ask2024-06-04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0660EUR | -1.49% | 0.0610 Bid Size: 200,000 |
- Ask Size: 100,000 |
SIEMENS AG NA O.N. | 300.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7J4X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 222.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.23 |
| Parity: | -12.18 |
| Time value: | 0.08 |
| Break-even: | 300.80 |
| Moneyness: | 0.59 |
| Premium: | 0.69 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.02 |
| Spread %: | 25.00% |
| Delta: | 0.05 |
| Theta: | -0.01 |
| Omega: | 10.09 |
| Rho: | 0.08 |
Quote data
| Open: | 0.0660 |
|---|---|
| High: | 0.0730 |
| Low: | 0.0640 |
| Previous Close: | 0.0670 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.04% | ||
|---|---|---|---|
| 1 Month | -40.00% | ||
| 3 Months | -56.00% | ||
| YTD | -58.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0710 | 0.0660 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.0620 |
| 6M High / 6M Low: | 0.1800 | 0.0420 |
| High (YTD): | 2024-03-15 | 0.1800 |
| Low (YTD): | 2024-01-24 | 0.0420 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0678 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0926 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1139 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 222.65% | |
| Volatility 6M: | 187.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
