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UniCredit Call 180 SIE 19.06.2024/  DE000HC2VW76  /

Frankfurt Zert./HVB
2024-05-31  7:41:33 PM Chg.-0.020 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.200
Bid Size: 25,000		 0.220
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: 70.45
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.39
Time value: 0.25
Break-even: 182.50
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.98
Spread abs.: 0.14
Spread %: 127.27%
Delta: 0.37
Theta: -0.11
Omega: 26.34
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.190
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.00%
1 Month
  -65.96%
3 Months
  -85.84%
YTD
  -75.76%
1 Year
  -79.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.180
1M High / 1M Low: 1.160 0.150
6M High / 6M Low: 1.260 0.150
High (YTD): 2024-03-15 1.260
Low (YTD): 2024-05-22 0.150
52W High: 2024-03-15 1.260
52W Low: 2023-11-03 0.064
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   462.53%
Volatility 6M:   263.42%
Volatility 1Y:   227.00%
Volatility 3Y:   -