UC WAR. CALL 12/24 CBK/ DE000HC5ELM1 /
2024-08-23 9:40:27 PM | Chg.+0.0800 | Bid2024-08-23 | Ask2024-08-23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7000EUR | +4.94% | 1.7000 Bid Size: 15,000 |
1.7100 Ask Size: 15,000 |
COMMERZBANK AG | 12.00 - | 2024-12-18 | Call |
Master data
WKN: | HC5ELM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-03-27 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.66 |
Leverage: | Yes |
Calculated values
Fair value: | 1.58 |
---|---|
Intrinsic value: | 1.10 |
Implied volatility: | 0.35 |
Historic volatility: | 0.29 |
Parity: | 1.10 |
Time value: | 0.62 |
Break-even: | 13.71 |
Moneyness: | 1.09 |
Premium: | 0.05 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.01 |
Spread %: | 0.59% |
Delta: | 0.73 |
Theta: | 0.00 |
Omega: | 5.56 |
Rho: | 0.02 |
Quote data
Open: | 1.6300 |
---|---|
High: | 1.7600 |
Low: | 1.6300 |
Previous Close: | 1.6200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +17.24% | ||
---|---|---|---|
1 Month | -53.80% | ||
3 Months | -59.62% | ||
YTD | +60.38% | ||
1 Year | +54.55% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7000 | 1.3600 |
---|---|---|
1M High / 1M Low: | 3.6800 | 1.1800 |
6M High / 6M Low: | 4.2800 | 0.7900 |
High (YTD): | 2024-05-28 | 4.2800 |
Low (YTD): | 2024-03-04 | 0.7900 |
52W High: | 2024-05-28 | 4.2800 |
52W Low: | 2023-09-07 | 0.7400 |
Avg. price 1W: | 1.5280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0568 | |
Avg. volume 1M: | 2.7273 | |
Avg. price 6M: | 2.5721 | |
Avg. volume 6M: | .4724 | |
Avg. price 1Y: | 1.8334 | |
Avg. volume 1Y: | .2353 | |
Volatility 1M: | 169.40% | |
Volatility 6M: | 118.50% | |
Volatility 1Y: | 122.60% | |
Volatility 3Y: | - |