UC WAR. CALL 09/24 TEG/ DE000HC9N442 /
| 12/07/2024 15:46:26 | Chg.-0.0100 | Bid16:37:24 | Ask16:37:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4500EUR | -0.41% | 2.4900 Bid Size: 12,000 |
2.5200 Ask Size: 12,000 |
TAG IMMOBILIEN AG | 13.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9N44 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 03/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 2.15 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.37 |
| Parity: | 2.15 |
| Time value: | 0.42 |
| Break-even: | 15.57 |
| Moneyness: | 1.17 |
| Premium: | 0.03 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.15 |
| Spread %: | 6.20% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 4.81 |
| Rho: | 0.02 |
Quote data
| Open: | 2.4800 |
|---|---|
| High: | 2.4800 |
| Low: | 2.4000 |
| Previous Close: | 2.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +54.09% | ||
|---|---|---|---|
| 1 Month | +47.59% | ||
| 3 Months | +118.75% | ||
| YTD | +7.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4600 | 1.4700 |
|---|---|---|
| 1M High / 1M Low: | 2.4600 | 1.1600 |
| 6M High / 6M Low: | 2.5000 | 0.8200 |
| High (YTD): | 22/05/2024 | 2.5000 |
| Low (YTD): | 15/03/2024 | 0.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4809 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4602 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 178.94% | |
| Volatility 6M: | 156.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
