UC WAR. CALL 12/24 CBK/ DE000HC5ELM1 /
| 04/11/2024 09:40:57 | Chg.-0.0700 | Bid09:52:06 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3600EUR | -1.58% | 4.4100 Bid Size: 10,000 |
- Ask Size: - |
COMMERZBANK AG | 12.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC5ELM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 27/03/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.40 |
|---|---|
| Intrinsic value: | 4.35 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.32 |
| Parity: | 4.35 |
| Time value: | 0.10 |
| Break-even: | 16.45 |
| Moneyness: | 1.36 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 0.91% |
| Delta: | 0.96 |
| Theta: | 0.00 |
| Omega: | 3.53 |
| Rho: | 0.01 |
Quote data
| Open: | 4.3600 |
|---|---|
| High: | 4.3600 |
| Low: | 4.3600 |
| Previous Close: | 4.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.16% | ||
|---|---|---|---|
| 1 Month | -7.04% | ||
| 3 Months | +88.74% | ||
| YTD | +311.32% | ||
| 1 Year | +311.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4300 | 4.2600 |
|---|---|---|
| 1M High / 1M Low: | 4.8800 | 4.2200 |
| 6M High / 6M Low: | 4.8800 | 1.1800 |
| High (YTD): | 17/10/2024 | 4.8800 |
| Low (YTD): | 04/03/2024 | 0.7900 |
| 52W High: | 17/10/2024 | 4.8800 |
| 52W Low: | 04/03/2024 | 0.7900 |
| Avg. price 1W: | 4.3580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5762 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2651 | |
| Avg. volume 6M: | 4.3077 | |
| Avg. price 1Y: | 2.3450 | |
| Avg. volume 1Y: | 2.2047 | |
| Volatility 1M: | 41.10% | |
| Volatility 6M: | 221.26% | |
| Volatility 1Y: | 174.97% | |
| Volatility 3Y: | - |
