UC WAR. CALL 12/24 TEG/ DE000HC89K68 /
| 7/16/2024 1:45:42 PM | Chg.-0.1000 | Bid2:10:27 PM | Ask2:10:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7400EUR | -3.52% | 2.7000 Bid Size: 15,000 |
2.7300 Ask Size: 15,000 |
TAG IMMOBILIEN AG | 13.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC89K6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/27/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.71 |
|---|---|
| Intrinsic value: | 2.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.37 |
| Parity: | 2.00 |
| Time value: | 0.96 |
| Break-even: | 15.96 |
| Moneyness: | 1.15 |
| Premium: | 0.06 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.15 |
| Spread %: | 5.34% |
| Delta: | 0.75 |
| Theta: | -0.01 |
| Omega: | 3.82 |
| Rho: | 0.04 |
Quote data
| Open: | 2.8400 |
|---|---|
| High: | 2.8400 |
| Low: | 2.7400 |
| Previous Close: | 2.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.44% | ||
|---|---|---|---|
| 1 Month | +46.52% | ||
| 3 Months | +104.48% | ||
| YTD | +3.01% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9500 | 2.1500 |
|---|---|---|
| 1M High / 1M Low: | 2.9500 | 1.6700 |
| 6M High / 6M Low: | 2.9500 | 1.1800 |
| High (YTD): | 7/11/2024 | 2.9500 |
| Low (YTD): | 3/5/2024 | 1.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0948 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9016 | |
| Avg. volume 6M: | 2.3622 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.81% | |
| Volatility 6M: | 122.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
