UniCredit Call 11.5 TEG 18.12.2024
/ DE000HC89K50
UniCredit Call 11.5 TEG 18.12.202.../ DE000HC89K50 /
| 2024-07-26 4:34:35 PM |
Chg.+0.170 |
Bid4:53:59 PM |
Ask4:53:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
+5.47% |
3.280
Bid Size: 14,000 |
3.310
Ask Size: 14,000 |
TAG IMMOBILIEN AG |
11.50 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC89K5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.36 |
| Parity: |
2.43 |
| Time value: |
0.85 |
| Break-even: |
14.78 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.33 |
| Spread %: |
11.19% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.33 |
| Rho: |
0.03 |
Quote data
| Open: |
3.230 |
| High: |
3.280 |
| Low: |
3.170 |
| Previous Close: |
3.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.61% |
| 1 Month |
|
|
+26.15% |
| 3 Months |
|
|
+30.16% |
| YTD |
|
|
-3.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
3.110 |
| 1M High / 1M Low: |
4.110 |
2.600 |
| 6M High / 6M Low: |
4.110 |
1.720 |
| High (YTD): |
2024-07-12 |
4.110 |
| Low (YTD): |
2024-03-05 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.718 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.34% |
| Volatility 6M: |
|
107.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
