UniCredit Call 11.5 TEG 18.12.2024
/ DE000HC89K50
UniCredit Call 11.5 TEG 18.12.202.../ DE000HC89K50 /
| 12/09/2024 12:30:39 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
11.50 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC89K5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
18/12/2024 |
| Issue date: |
27/07/2023 |
| Last trading day: |
12/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.33 |
| Parity: |
4.92 |
| Time value: |
0.29 |
| Break-even: |
16.71 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.25 |
| Spread %: |
5.04% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.88 |
| Rho: |
0.02 |
Quote data
| Open: |
5.24 |
| High: |
5.24 |
| Low: |
5.15 |
| Previous Close: |
5.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.33% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+49.28% |
| 1 Year |
|
|
+299.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.17 |
4.28 |
| 6M High / 6M Low: |
5.17 |
1.88 |
| High (YTD): |
11/09/2024 |
5.17 |
| Low (YTD): |
05/03/2024 |
1.69 |
| 52W High: |
11/09/2024 |
5.17 |
| 52W Low: |
19/10/2023 |
1.10 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
95.65% |
| Volatility 6M: |
|
104.13% |
| Volatility 1Y: |
|
119.26% |
| Volatility 3Y: |
|
- |
