UC WAR. CALL 12/25 SIE/ DE000HD1EA98 /
| 2024-05-29 11:40:16 AM | Chg.-0.0100 | Bid2024-05-29 | Ask2024-05-29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | -5.26% | 0.1800 Bid Size: 175,000 |
0.1900 Ask Size: 175,000 |
SIEMENS AG NA O.N. | 300.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD1EA9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 88.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | -12.27 |
| Time value: | 0.20 |
| Break-even: | 302.00 |
| Moneyness: | 0.59 |
| Premium: | 0.70 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.02 |
| Spread %: | 11.11% |
| Delta: | 0.09 |
| Theta: | -0.01 |
| Omega: | 7.86 |
| Rho: | 0.21 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1800 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.88% | ||
|---|---|---|---|
| 1 Month | -25.00% | ||
| 3 Months | -43.75% | ||
| YTD | -28.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.1700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-15 | 0.3400 |
| Low (YTD): | 2024-01-25 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2233 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.90% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
