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: | - |
