UC WAR. CALL 06/25 SIE/ DE000HC7NW71 /
| 2024-05-10 1:41:03 PM | Chg.+0.2900 | Bid1:53:55 PM | Ask1:53:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6300EUR | +6.68% | 4.6300 Bid Size: 80,000 |
4.6400 Ask Size: 80,000 |
SIEMENS AG NA O.N. | 150.00 EUR | 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 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.31 |
|---|---|
| Intrinsic value: | 3.41 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | 3.41 |
| Time value: | 0.94 |
| Break-even: | 193.50 |
| Moneyness: | 1.23 |
| Premium: | 0.05 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.46% |
| Delta: | 0.87 |
| Theta: | -0.02 |
| Omega: | 3.70 |
| Rho: | 1.30 |
Quote data
| Open: | 4.3300 |
|---|---|
| High: | 4.6300 |
| Low: | 4.3300 |
| Previous Close: | 4.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.14% | ||
|---|---|---|---|
| 1 Month | +29.69% | ||
| 3 Months | +55.37% | ||
| YTD | +46.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3400 | 3.7600 |
|---|---|---|
| 1M High / 1M Low: | 4.3400 | 3.4200 |
| 6M High / 6M Low: | 4.5700 | 0.9600 |
| High (YTD): | 2024-03-15 | 4.5700 |
| Low (YTD): | 2024-01-17 | 2.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0919 | |
| Avg. volume 6M: | 1.9194 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 58.23% | |
| Volatility 6M: | 83.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
