UC WAR. CALL 12/24 CBK/ DE000HC5Q336 /
| 2024-07-22 9:40:33 PM | Chg.+0.3100 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5400EUR | +9.60% | 3.5100 Bid Size: 4,000 |
3.5700 Ask Size: 4,000 |
COMMERZBANK AG | 12.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC5Q33 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COMMERZBANK AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-04-03 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.07 |
|---|---|
| Intrinsic value: | 2.74 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.29 |
| Parity: | 2.74 |
| Time value: | 0.53 |
| Break-even: | 15.76 |
| Moneyness: | 1.22 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 1.24% |
| Delta: | 0.84 |
| Theta: | 0.00 |
| Omega: | 3.94 |
| Rho: | 0.04 |
Quote data
| Open: | 3.2200 |
|---|---|
| High: | 3.5400 |
| Low: | 3.2200 |
| Previous Close: | 3.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +38.28% | ||
|---|---|---|---|
| 1 Month | +46.28% | ||
| 3 Months | +67.77% | ||
| YTD | +293.33% | ||
| 1 Year | +114.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3000 | 2.5600 |
|---|---|---|
| 1M High / 1M Low: | 3.3000 | 2.4600 |
| 6M High / 6M Low: | 3.8700 | 0.6500 |
| High (YTD): | 2024-05-28 | 3.8700 |
| Low (YTD): | 2024-03-04 | 0.6500 |
| 52W High: | 2024-05-28 | 3.8700 |
| 52W Low: | 2024-03-04 | 0.6500 |
| Avg. price 1W: | 3.0000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7620 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0198 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5298 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 89.44% | |
| Volatility 6M: | 114.20% | |
| Volatility 1Y: | 120.66% | |
| Volatility 3Y: | - |
