UC WAR. CALL 12/24 TEG/ DE000HC8CFS8 /
8/15/2024 1:45:05 PM | Chg.+0.0600 | Bid3:00:52 PM | Ask3:00:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6200EUR | +2.34% | 2.5500 Bid Size: 15,000 |
2.5800 Ask Size: 15,000 |
TAG IMMOBILIEN AG | 12.50 - | 12/18/2024 | Call |
Master data
WKN: | HC8CFS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TAG IMMOBILIEN AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.50 - |
Maturity: | 12/18/2024 |
Issue date: | 8/1/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.40 |
Leverage: | Yes |
Calculated values
Fair value: | 2.48 |
---|---|
Intrinsic value: | 1.98 |
Implied volatility: | 0.43 |
Historic volatility: | 0.35 |
Parity: | 1.98 |
Time value: | 0.70 |
Break-even: | 15.18 |
Moneyness: | 1.16 |
Premium: | 0.05 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.14 |
Spread %: | 5.51% |
Delta: | 0.77 |
Theta: | -0.01 |
Omega: | 4.19 |
Rho: | 0.03 |
Quote data
Open: | 2.6100 |
---|---|
High: | 2.6200 |
Low: | 2.6100 |
Previous Close: | 2.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.97% | ||
---|---|---|---|
1 Month | -18.38% | ||
3 Months | -18.63% | ||
YTD | -9.66% | ||
1 Year | +79.45% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5600 | 2.3400 |
---|---|---|
1M High / 1M Low: | 3.2100 | 2.3400 |
6M High / 6M Low: | 3.3200 | 1.3400 |
High (YTD): | 7/11/2024 | 3.3200 |
Low (YTD): | 3/5/2024 | 1.3400 |
52W High: | 7/11/2024 | 3.3200 |
52W Low: | 9/28/2023 | 0.8900 |
Avg. price 1W: | 2.4620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6200 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2348 | |
Avg. volume 6M: | 48.5039 | |
Avg. price 1Y: | 2.0788 | |
Avg. volume 1Y: | 24.0625 | |
Volatility 1M: | 79.05% | |
Volatility 6M: | 108.24% | |
Volatility 1Y: | 120.78% | |
Volatility 3Y: | - |