UC WAR. CALL 09/24 TEG/ DE000HC9D3B5 /
| 9/13/2024 9:46:38 PM | Chg.+0.0600 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7400EUR | +3.57% | 1.6600 Bid Size: 2,000 |
1.7600 Ask Size: 2,000 |
TAG IMMOBILIEN AG | 15.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9D3B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/21/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.56 |
|---|---|
| Intrinsic value: | 1.55 |
| Implied volatility: | 1.27 |
| Historic volatility: | 0.35 |
| Parity: | 1.55 |
| Time value: | 0.36 |
| Break-even: | 16.91 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 3.81 |
| Spread abs.: | 0.40 |
| Spread %: | 26.49% |
| Delta: | 0.77 |
| Theta: | -0.08 |
| Omega: | 6.68 |
| Rho: | 0.00 |
Quote data
| Open: | 1.5800 |
|---|---|
| High: | 1.7500 |
| Low: | 1.5800 |
| Previous Close: | 1.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +72.28% | ||
|---|---|---|---|
| 1 Month | +346.15% | ||
| 3 Months | +180.65% | ||
| YTD | +18.37% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6800 | 0.9300 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 0.3000 |
| 6M High / 6M Low: | 1.6800 | 0.3000 |
| High (YTD): | 9/12/2024 | 1.6800 |
| Low (YTD): | 8/29/2024 | 0.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6465 | |
| Avg. volume 1M: | 347.8261 | |
| Avg. price 6M: | 0.6877 | |
| Avg. volume 6M: | 62.0155 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 551.36% | |
| Volatility 6M: | 303.89% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
