UC WAR. CALL 12/24 TEG/ DE000HC89K68 /
06/09/2024 21:46:46 | Chg.-0.0300 | Bid21:59:01 | Ask21:59:01 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.2600EUR | -0.91% | 3.0600 Bid Size: 1,000 |
3.4400 Ask Size: 1,000 |
TAG IMMOBILIEN AG | 13.00 - | 18/12/2024 | Call |
Master data
WKN: | HC89K6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TAG IMMOBILIEN AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 18/12/2024 |
Issue date: | 27/07/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.60 |
Leverage: | Yes |
Calculated values
Fair value: | 3.14 |
---|---|
Intrinsic value: | 2.84 |
Implied volatility: | 0.50 |
Historic volatility: | 0.35 |
Parity: | 2.84 |
Time value: | 0.60 |
Break-even: | 16.44 |
Moneyness: | 1.22 |
Premium: | 0.04 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.38 |
Spread %: | 12.42% |
Delta: | 0.82 |
Theta: | -0.01 |
Omega: | 3.77 |
Rho: | 0.03 |
Quote data
Open: | 3.2300 |
---|---|
High: | 3.2900 |
Low: | 3.1200 |
Previous Close: | 3.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +33.61% | ||
---|---|---|---|
1 Month | +50.93% | ||
3 Months | +58.25% | ||
YTD | +22.56% | ||
1 Year | +105.03% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2900 | 2.3800 |
---|---|---|
1M High / 1M Low: | 3.2900 | 2.0100 |
6M High / 6M Low: | 3.2900 | 1.1900 |
High (YTD): | 05/09/2024 | 3.2900 |
Low (YTD): | 05/03/2024 | 1.1800 |
52W High: | 05/09/2024 | 3.2900 |
52W Low: | 28/09/2023 | 0.7700 |
Avg. price 1W: | 2.8640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4209 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.1117 | |
Avg. volume 6M: | 1.1628 | |
Avg. price 1Y: | 1.9389 | |
Avg. volume 1Y: | 1.1719 | |
Volatility 1M: | 116.64% | |
Volatility 6M: | 118.37% | |
Volatility 1Y: | 127.92% | |
Volatility 3Y: | - |