UC WAR. CALL 12/24 CBK/ DE000HC5HGS1 /
| 8/23/2024 9:40:34 PM | Chg.+0.1100 | Bid9:47:12 PM | Ask9:47:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9000EUR | +3.94% | 2.9000 Bid Size: 15,000 |
2.9100 Ask Size: 15,000 |
COMMERZBANK AG | 10.50 - | 12/18/2024 | Call |
Master data
| WKN: | HC5HGS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/29/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.79 |
|---|---|
| Intrinsic value: | 2.60 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.29 |
| Parity: | 2.60 |
| Time value: | 0.32 |
| Break-even: | 13.41 |
| Moneyness: | 1.25 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.34% |
| Delta: | 0.88 |
| Theta: | 0.00 |
| Omega: | 3.95 |
| Rho: | 0.03 |
Quote data
| Open: | 2.8100 |
|---|---|
| High: | 2.9800 |
| Low: | 2.8100 |
| Previous Close: | 2.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.54% | ||
|---|---|---|---|
| 1 Month | -42.23% | ||
| 3 Months | -47.56% | ||
| YTD | +73.65% | ||
| 1 Year | +79.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9000 | 2.4800 |
|---|---|---|
| 1M High / 1M Low: | 5.0200 | 2.2400 |
| 6M High / 6M Low: | 5.5900 | 1.3700 |
| High (YTD): | 5/28/2024 | 5.5900 |
| Low (YTD): | 2/8/2024 | 1.3000 |
| 52W High: | 5/28/2024 | 5.5900 |
| 52W Low: | 9/7/2023 | 1.1400 |
| Avg. price 1W: | 2.6820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2295 | |
| Avg. volume 1M: | 20.8636 | |
| Avg. price 6M: | 3.6851 | |
| Avg. volume 6M: | 3.6142 | |
| Avg. price 1Y: | 2.6826 | |
| Avg. volume 1Y: | 1.8000 | |
| Volatility 1M: | 124.40% | |
| Volatility 6M: | 92.63% | |
| Volatility 1Y: | 101.80% | |
| Volatility 3Y: | - |
