UC WAR. CALL 06/24 SIE/ DE000HC3WVB0 /
| 2024-04-26 7:11:54 PM | Chg.+0.1000 | Bid7:20:19 PM | Ask7:20:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +34.48% | - Bid Size: 50,000 |
- Ask Size: 50,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC3WVB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 185.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 44.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | -0.74 |
| Time value: | 0.40 |
| Break-even: | 189.00 |
| Moneyness: | 0.96 |
| Premium: | 0.06 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.01 |
| Spread %: | 2.56% |
| Delta: | 0.37 |
| Theta: | -0.07 |
| Omega: | 16.44 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.3900 |
| Low: | 0.2800 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.88% | ||
|---|---|---|---|
| 1 Month | -17.02% | ||
| 3 Months | +2.63% | ||
| YTD | -25.00% | ||
| 1 Year | -36.07% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.2900 |
| 6M High / 6M Low: | 0.9800 | 0.0670 |
| High (YTD): | 2024-03-15 | 0.9800 |
| Low (YTD): | 2024-01-17 | 0.2200 |
| 52W High: | 2024-03-15 | 0.9800 |
| 52W Low: | 2023-11-03 | 0.0670 |
| Avg. price 1W: | 0.3360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3650 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3720 | |
| Avg. volume 6M: | 32 | |
| Avg. price 1Y: | 0.3790 | |
| Avg. volume 1Y: | 15.6863 | |
| Volatility 1M: | 201.52% | |
| Volatility 6M: | 203.82% | |
| Volatility 1Y: | 180.26% | |
| Volatility 3Y: | - |
