UniCredit Call 150 SIE 19.06.2024
/ DE000HC2VW68
UniCredit Call 150 SIE 19.06.2024/ DE000HC2VW68 /
| 2024-05-06 2:11:23 PM |
Chg.+0.180 |
Bid9:24:52 PM |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC2VW6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-04 |
| Last trading day: |
2024-05-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.23 |
| Parity: |
2.43 |
| Time value: |
0.54 |
| Break-even: |
179.70 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
-0.08 |
| Spread %: |
-2.62% |
| Delta: |
0.79 |
| Theta: |
-0.41 |
| Omega: |
4.62 |
| Rho: |
0.04 |
Quote data
| Open: |
2.870 |
| High: |
3.060 |
| Low: |
2.870 |
| Previous Close: |
2.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-2.55% |
| YTD |
|
|
+30.21% |
| 1 Year |
|
|
+36.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.060 |
3.060 |
| 6M High / 6M Low: |
3.750 |
1.410 |
| High (YTD): |
2024-03-15 |
3.750 |
| Low (YTD): |
2024-01-17 |
1.410 |
| 52W High: |
2024-03-15 |
3.750 |
| 52W Low: |
2023-10-27 |
0.230 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.405 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.657 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
112.18% |
| Volatility 1Y: |
|
144.05% |
| Volatility 3Y: |
|
- |
