UC WAR. CALL 12/24 CBK/ DE000HC5Q336 /
22/07/2024 21:40:33 | Chg.+0.3100 | Bid21:59:24 | Ask21:59:24 | 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 - | 18/12/2024 | Call |
Master data
WKN: | HC5Q33 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.50 - |
Maturity: | 18/12/2024 |
Issue date: | 03/04/2023 |
Last trading day: | 17/12/2024 |
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 | +20.00% | ||
---|---|---|---|
1 Month | +46.28% | ||
3 Months | +51.93% | ||
YTD | +293.33% | ||
1 Year | +114.55% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.5400 | 2.9500 |
---|---|---|
1M High / 1M Low: | 3.5400 | 2.4600 |
6M High / 6M Low: | 3.8700 | 0.6500 |
High (YTD): | 28/05/2024 | 3.8700 |
Low (YTD): | 04/03/2024 | 0.6500 |
52W High: | 28/05/2024 | 3.8700 |
52W Low: | 04/03/2024 | 0.6500 |
Avg. price 1W: | 3.1960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7990 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.0409 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.5377 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 91.57% | |
Volatility 6M: | 114.58% | |
Volatility 1Y: | 120.75% | |
Volatility 3Y: | - |