UC WAR. CALL 06/24 SIE/ DE000HC310S5 /
| 2024-04-26 7:10:09 PM | Chg.+0.2400 | Bid7:28:44 PM | Ask7:28:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1900EUR | +25.26% | - Bid Size: 30,000 |
- Ask Size: 30,000 |
SIEMENS AG NA O.N. | 170.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC310S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 0.76 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | 0.76 |
| Time value: | 0.44 |
| Break-even: | 182.00 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.01 |
| Spread %: | 0.84% |
| Delta: | 0.71 |
| Theta: | -0.07 |
| Omega: | 10.47 |
| Rho: | 0.17 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 1.1900 |
| Low: | 0.9600 |
| Previous Close: | 0.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.68% | ||
|---|---|---|---|
| 1 Month | -5.56% | ||
| 3 Months | +38.37% | ||
| YTD | +12.26% | ||
| 1 Year | +20.20% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.1900 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.9500 |
| 6M High / 6M Low: | 2.0000 | 0.1100 |
| High (YTD): | 2024-03-15 | 2.0000 |
| Low (YTD): | 2024-01-17 | 0.5200 |
| 52W High: | 2024-03-15 | 2.0000 |
| 52W Low: | 2023-10-30 | 0.1100 |
| Avg. price 1W: | 1.0560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0635 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8676 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7620 | |
| Avg. volume 1Y: | 32.9412 | |
| Volatility 1M: | 155.19% | |
| Volatility 6M: | 182.10% | |
| Volatility 1Y: | 167.98% | |
| Volatility 3Y: | - |
