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: | - |
