UC WAR. CALL 06/25 SIE/ DE000HC7NW71 /
| 2024-06-03 7:42:15 PM | Chg.+0.0900 | Bid8:19:09 PM | Ask8:19:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6300EUR | +2.54% | 3.6200 Bid Size: 12,000 |
3.6300 Ask Size: 12,000 |
SIEMENS AG NA O.N. | 150.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7NW7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.59 |
|---|---|
| Intrinsic value: | 2.63 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.23 |
| Parity: | 2.63 |
| Time value: | 0.99 |
| Break-even: | 186.20 |
| Moneyness: | 1.18 |
| Premium: | 0.06 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.56% |
| Delta: | 0.83 |
| Theta: | -0.03 |
| Omega: | 4.05 |
| Rho: | 1.15 |
Quote data
| Open: | 3.6200 |
|---|---|
| High: | 3.7400 |
| Low: | 3.6200 |
| Previous Close: | 3.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.71% | ||
|---|---|---|---|
| 1 Month | -3.46% | ||
| 3 Months | -14.39% | ||
| YTD | +14.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7700 | 3.5200 |
|---|---|---|
| 1M High / 1M Low: | 4.6500 | 3.2900 |
| 6M High / 6M Low: | 4.6500 | 2.2900 |
| High (YTD): | 2024-05-10 | 4.6500 |
| Low (YTD): | 2024-01-17 | 2.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.6040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8210 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3586 | |
| Avg. volume 6M: | 1.3710 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.85% | |
| Volatility 6M: | 76.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
