UC WAR. CALL 09/24 TEG/ DE000HC9D3A7 /
| 08/07/2024 21:45:38 | Chg.-0.1600 | Bid21:59:25 | Ask21:59:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1600EUR | -6.90% | 2.1100 Bid Size: 2,000 |
2.2500 Ask Size: 2,000 |
TAG IMMOBILIEN AG | 12.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9D3A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 21/09/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.19 |
|---|---|
| Intrinsic value: | 1.91 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.37 |
| Parity: | 1.91 |
| Time value: | 0.49 |
| Break-even: | 14.40 |
| Moneyness: | 1.16 |
| Premium: | 0.04 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.14 |
| Spread %: | 6.19% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 4.59 |
| Rho: | 0.02 |
Quote data
| Open: | 2.3100 |
|---|---|
| High: | 2.3100 |
| Low: | 2.1600 |
| Previous Close: | 2.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.70% | ||
|---|---|---|---|
| 1 Month | -2.26% | ||
| 3 Months | +30.91% | ||
| YTD | -22.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4700 | 2.2000 |
|---|---|---|
| 1M High / 1M Low: | 2.4700 | 1.7200 |
| 6M High / 6M Low: | 3.2900 | 1.1700 |
| High (YTD): | 22/05/2024 | 3.2900 |
| Low (YTD): | 05/03/2024 | 1.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0425 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9885 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.60% | |
| Volatility 6M: | 131.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
