UC WAR. CALL 12/24 TEG/ DE000HC89K68 /
| 31/07/2024 15:45:01 | Chg.-0.0100 | Bid16:14:34 | Ask16:14:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1700EUR | -0.46% | 2.1100 Bid Size: 15,000 |
2.1400 Ask Size: 15,000 |
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: | 6.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.93 |
|---|---|
| Intrinsic value: | 1.07 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.36 |
| Parity: | 1.07 |
| Time value: | 1.16 |
| Break-even: | 15.23 |
| Moneyness: | 1.08 |
| Premium: | 0.08 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.14 |
| Spread %: | 6.70% |
| Delta: | 0.68 |
| Theta: | -0.01 |
| Omega: | 4.29 |
| Rho: | 0.03 |
Quote data
| Open: | 2.0700 |
|---|---|
| High: | 2.2500 |
| Low: | 2.0700 |
| Previous Close: | 2.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.82% | ||
|---|---|---|---|
| 1 Month | +7.43% | ||
| 3 Months | +2.36% | ||
| YTD | -18.42% | ||
| 1 Year | +51.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2800 | 2.1100 |
|---|---|---|
| 1M High / 1M Low: | 2.9500 | 2.0000 |
| 6M High / 6M Low: | 2.9500 | 1.1800 |
| High (YTD): | 11/07/2024 | 2.9500 |
| Low (YTD): | 05/03/2024 | 1.1800 |
| 52W High: | 11/07/2024 | 2.9500 |
| 52W Low: | 28/09/2023 | 0.7700 |
| Avg. price 1W: | 2.1880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3559 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9314 | |
| Avg. volume 6M: | 2.3622 | |
| Avg. price 1Y: | 1.8235 | |
| Avg. volume 1Y: | 1.1719 | |
| Volatility 1M: | 125.52% | |
| Volatility 6M: | 116.04% | |
| Volatility 1Y: | 128.09% | |
| Volatility 3Y: | - |
