UC WAR. CALL 12/24 TEG/ DE000HC8CFS8 /
| 01/08/2024 21:45:57 | Chg.+0.1300 | Bid21:52:48 | Ask21:52:48 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5800EUR | +5.31% | - Bid Size: 2,000 |
- Ask Size: 2,000 |
TAG IMMOBILIEN AG | 12.50 - | 18/12/2024 | Call |
Master data
| WKN: | HC8CFS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 18/12/2024 |
| Issue date: | 01/08/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.15 |
|---|---|
| Intrinsic value: | 1.45 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.36 |
| Parity: | 1.45 |
| Time value: | 1.02 |
| Break-even: | 14.97 |
| Moneyness: | 1.12 |
| Premium: | 0.07 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.14 |
| Spread %: | 6.01% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.04 |
| Rho: | 0.03 |
Quote data
| Open: | 2.3900 |
|---|---|
| High: | 2.7300 |
| Low: | 2.3900 |
| Previous Close: | 2.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.17% | ||
|---|---|---|---|
| 1 Month | +10.26% | ||
| 3 Months | +7.50% | ||
| YTD | -11.03% | ||
| 1 Year | +70.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5700 | 2.4300 |
|---|---|---|
| 1M High / 1M Low: | 3.3200 | 2.2900 |
| 6M High / 6M Low: | 3.3200 | 1.3400 |
| High (YTD): | 11/07/2024 | 3.3200 |
| Low (YTD): | 05/03/2024 | 1.3400 |
| 52W High: | 11/07/2024 | 3.3200 |
| 52W Low: | 28/09/2023 | 0.8900 |
| Avg. price 1W: | 2.4860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6774 | |
| Avg. volume 1M: | 42.6087 | |
| Avg. price 6M: | 2.1868 | |
| Avg. volume 6M: | 48.5039 | |
| Avg. price 1Y: | 2.0384 | |
| Avg. volume 1Y: | 24.0625 | |
| Volatility 1M: | 116.78% | |
| Volatility 6M: | 109.39% | |
| Volatility 1Y: | 122.65% | |
| Volatility 3Y: | - |
