UC WAR. CALL 12/24 TEG/ DE000HC89K68 /
| 2024-07-08 1:45:17 PM | Chg.-0.1400 | Bid2:10:16 PM | Ask2:10:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0000EUR | -6.54% | 1.9700 Bid Size: 15,000 |
2.0000 Ask Size: 15,000 |
TAG IMMOBILIEN AG | 13.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC89K6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.94 |
|---|---|
| Intrinsic value: | 0.91 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.37 |
| Parity: | 0.91 |
| Time value: | 1.30 |
| Break-even: | 15.21 |
| Moneyness: | 1.07 |
| Premium: | 0.09 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.14 |
| Spread %: | 6.76% |
| Delta: | 0.67 |
| Theta: | -0.01 |
| Omega: | 4.19 |
| Rho: | 0.03 |
Quote data
| Open: | 2.1400 |
|---|---|
| High: | 2.1400 |
| Low: | 2.0000 |
| Previous Close: | 2.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.44% | ||
|---|---|---|---|
| 1 Month | -2.91% | ||
| 3 Months | +25.79% | ||
| YTD | -24.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2400 | 2.0100 |
|---|---|---|
| 1M High / 1M Low: | 2.2400 | 1.6700 |
| 6M High / 6M Low: | 2.9500 | 1.1800 |
| High (YTD): | 2024-05-22 | 2.9500 |
| Low (YTD): | 2024-03-05 | 1.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9260 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8892 | |
| Avg. volume 6M: | 2.3622 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.40% | |
| Volatility 6M: | 118.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
