UC WAR. CALL 12/24 TEG/ DE000HC7KL28 /
2024-08-01 1:45:29 PM | Chg.+0.3200 | Bid2:02:27 PM | Ask2:02:27 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.7900EUR | +7.16% | 4.7900 Bid Size: 12,000 |
4.8500 Ask Size: 12,000 |
TAG IMMOBILIEN AG | 10.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7KL2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TAG IMMOBILIEN AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-22 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.09 |
Leverage: | Yes |
Calculated values
Fair value: | 4.16 |
---|---|
Intrinsic value: | 3.95 |
Implied volatility: | 0.62 |
Historic volatility: | 0.36 |
Parity: | 3.95 |
Time value: | 0.57 |
Break-even: | 14.52 |
Moneyness: | 1.40 |
Premium: | 0.04 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.28 |
Spread %: | 6.60% |
Delta: | 0.86 |
Theta: | 0.00 |
Omega: | 2.67 |
Rho: | 0.03 |
Quote data
Open: | 4.2500 |
---|---|
High: | 4.7900 |
Low: | 4.2500 |
Previous Close: | 4.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.11% | ||
---|---|---|---|
1 Month | +13.51% | ||
3 Months | +17.40% | ||
YTD | +9.61% | ||
1 Year | +102.11% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.5600 | 4.3900 |
---|---|---|
1M High / 1M Low: | 5.4400 | 4.1100 |
6M High / 6M Low: | 5.4400 | 2.5300 |
High (YTD): | 2024-07-12 | 5.4400 |
Low (YTD): | 2024-03-05 | 2.5300 |
52W High: | 2024-07-12 | 5.4400 |
52W Low: | 2023-10-19 | 1.6100 |
Avg. price 1W: | 4.4860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.6735 | |
Avg. volume 1M: | 5.5652 | |
Avg. price 6M: | 3.8070 | |
Avg. volume 6M: | 40.3780 | |
Avg. price 1Y: | 3.3923 | |
Avg. volume 1Y: | 25.7578 | |
Volatility 1M: | 81.60% | |
Volatility 6M: | 83.15% | |
Volatility 1Y: | 100.09% | |
Volatility 3Y: | - |