UC WAR. CALL 06/24 SIE/ DE000HC38073 /
| 2024-05-10 1:41:08 PM | Chg.- | Bid2:25:43 PM | Ask2024-05-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3700EUR | - | 4.3500 Bid Size: 70,000 |
- Ask Size: 40,000 |
SIEMENS AG NA O.N. | 145.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3807 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-16 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.27 |
|---|---|
| Intrinsic value: | 3.23 |
| Implied volatility: | 1.25 |
| Historic volatility: | 0.23 |
| Parity: | 3.23 |
| Time value: | 0.88 |
| Break-even: | 186.10 |
| Moneyness: | 1.22 |
| Premium: | 0.05 |
| Premium p.a.: | 1.03 |
| Spread abs.: | -0.26 |
| Spread %: | -5.95% |
| Delta: | 0.78 |
| Theta: | -0.35 |
| Omega: | 3.38 |
| Rho: | 0.07 |
Quote data
| Open: | 4.0200 |
|---|---|
| High: | 4.3700 |
| Low: | 4.0200 |
| Previous Close: | 4.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +28.91% | ||
| 3 Months | +28.53% | ||
| YTD | +59.49% | ||
| 1 Year | +72.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.3700 | 3.1800 |
| 6M High / 6M Low: | 4.3700 | 1.3300 |
| High (YTD): | 2024-05-10 | 4.3700 |
| Low (YTD): | 2024-01-17 | 1.7700 |
| 52W High: | 2024-05-10 | 4.3700 |
| 52W Low: | 2023-10-27 | 0.3200 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.6022 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8062 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.0165 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 68.06% | |
| Volatility 6M: | 96.90% | |
| Volatility 1Y: | 130.21% | |
| Volatility 3Y: | - |
