UC WAR. CALL 12/24 TEG/ DE000HC89K43 /
8/16/2024 9:45:21 PM | Chg.-0.1300 | Bid8/16/2024 | Ask8/16/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7100EUR | -3.39% | 3.6200 Bid Size: 1,000 |
3.7100 Ask Size: 1,000 |
TAG IMMOBILIEN AG | 11.00 - | 12/18/2024 | Call |
Master data
WKN: | HC89K4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TAG IMMOBILIEN AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.00 - |
Maturity: | 12/18/2024 |
Issue date: | 7/27/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.66 |
Leverage: | Yes |
Calculated values
Fair value: | 3.63 |
---|---|
Intrinsic value: | 3.40 |
Implied volatility: | 0.54 |
Historic volatility: | 0.35 |
Parity: | 3.40 |
Time value: | 0.53 |
Break-even: | 14.93 |
Moneyness: | 1.31 |
Premium: | 0.04 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.29 |
Spread %: | 7.97% |
Delta: | 0.85 |
Theta: | -0.01 |
Omega: | 3.13 |
Rho: | 0.03 |
Quote data
Open: | 3.7100 |
---|---|
High: | 3.7600 |
Low: | 3.7100 |
Previous Close: | 3.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.54% | ||
---|---|---|---|
1 Month | -13.32% | ||
3 Months | -14.91% | ||
YTD | 0.00% | ||
1 Year | +97.34% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8400 | 3.5900 |
---|---|---|
1M High / 1M Low: | 4.2800 | 3.4900 |
6M High / 6M Low: | 4.5400 | 1.9900 |
High (YTD): | 7/12/2024 | 4.5400 |
Low (YTD): | 3/5/2024 | 1.9900 |
52W High: | 7/12/2024 | 4.5400 |
52W Low: | 9/28/2023 | 1.3100 |
Avg. price 1W: | 3.7120 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.7630 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.1941 | |
Avg. volume 6M: | 695.7953 | |
Avg. price 1Y: | 2.8671 | |
Avg. volume 1Y: | 354.3359 | |
Volatility 1M: | 65.16% | |
Volatility 6M: | 92.82% | |
Volatility 1Y: | 105.81% | |
Volatility 3Y: | - |