UC WAR. CALL 12/24 TEG/ DE000HC8CFS8 /
| 16/07/2024 21:46:17 | Chg.-0.1300 | Bid21:59:33 | Ask21:59:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0800EUR | -4.05% | 3.0400 Bid Size: 2,000 |
3.1900 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: | 4.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.07 |
|---|---|
| Intrinsic value: | 2.50 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.37 |
| Parity: | 2.50 |
| Time value: | 0.83 |
| Break-even: | 15.83 |
| Moneyness: | 1.20 |
| Premium: | 0.06 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.15 |
| Spread %: | 4.72% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 3.55 |
| Rho: | 0.04 |
Quote data
| Open: | 3.2100 |
|---|---|
| High: | 3.2100 |
| Low: | 3.0800 |
| Previous Close: | 3.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.70% | ||
|---|---|---|---|
| 1 Month | +44.60% | ||
| 3 Months | +100.00% | ||
| YTD | +6.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3200 | 2.4700 |
|---|---|---|
| 1M High / 1M Low: | 3.3200 | 1.9200 |
| 6M High / 6M Low: | 3.3200 | 1.3400 |
| High (YTD): | 11/07/2024 | 3.3200 |
| Low (YTD): | 05/03/2024 | 1.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0580 | |
| Avg. volume 1W: | 196 | |
| Avg. price 1M: | 2.3929 | |
| Avg. volume 1M: | 46.6667 | |
| Avg. price 6M: | 2.1476 | |
| Avg. volume 6M: | 48.5039 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.24% | |
| Volatility 6M: | 116.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
