UC WAR. CALL 03/25 SIE/ DE000HD4Q1E1 /
| 1/24/2025 9:40:01 PM | Chg.-0.0800 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6000EUR | -4.76% | 1.5800 Bid Size: 12,000 |
1.6200 Ask Size: 12,000 |
SIEMENS AG NA O.N. | 195.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD4Q1E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 4/16/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.70 |
|---|---|
| Intrinsic value: | 1.40 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.24 |
| Parity: | 1.40 |
| Time value: | 0.33 |
| Break-even: | 212.30 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 2.37% |
| Delta: | 0.79 |
| Theta: | -0.06 |
| Omega: | 9.55 |
| Rho: | 0.22 |
Quote data
| Open: | 1.6600 |
|---|---|
| High: | 1.7000 |
| Low: | 1.6000 |
| Previous Close: | 1.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +42.86% | ||
|---|---|---|---|
| 1 Month | +142.42% | ||
| 3 Months | +171.19% | ||
| YTD | +162.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.6800 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 0.5200 |
| 6M High / 6M Low: | 1.6800 | 0.1900 |
| High (YTD): | 1/23/2025 | 1.6800 |
| Low (YTD): | 1/3/2025 | 0.5200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9278 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5833 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 227.10% | |
| Volatility 6M: | 242.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |