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UniCredit Call 180 SIE 18.12.2024/  DE000HC380A6  /

Frankfurt Zert./HVB
2024-05-23  9:47:29 AM Chg.+0.070 Bid10:01:20 AM Ask10:01:20 AM Underlying Strike price Expiration date Option type
1.200EUR +6.19% 1.220
Bid Size: 150,000		 1.230
Ask Size: 150,000		 SIEMENS AG NA O.N. 180.00 - 2024-12-18 Call
 

Master data

WKN: HC380A
Issuer: UniCredit
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-12-18
Issue date: 2023-01-16
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.57
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.63
Time value: 1.28
Break-even: 192.80
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.14
Spread %: 12.28%
Delta: 0.51
Theta: -0.04
Omega: 6.95
Rho: 0.44
 

Quote data

Open: 1.160
High: 1.210
Low: 1.160
Previous Close: 1.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.83%
1 Month
  -14.89%
3 Months
  -19.46%
YTD
  -6.98%
1 Year
  -4.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.110
1M High / 1M Low: 2.110 1.110
6M High / 6M Low: 2.130 0.590
High (YTD): 2024-03-15 2.130
Low (YTD): 2024-01-17 0.770
52W High: 2024-03-15 2.130
52W Low: 2023-10-26 0.160
Avg. price 1W:   1.142
Avg. volume 1W:   0.000
Avg. price 1M:   1.517
Avg. volume 1M:   0.000
Avg. price 6M:   1.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.960
Avg. volume 1Y:   0.000
Volatility 1M:   173.68%
Volatility 6M:   127.96%
Volatility 1Y:   142.77%
Volatility 3Y:   -