UniCredit Call 12.5 TEG 18.12.2024
/ DE000HC8CFS8
UniCredit Call 12.5 TEG 18.12.202.../ DE000HC8CFS8 /
| 8/9/2024 6:29:04 PM |
Chg.+0.17 |
Bid6:29:45 PM |
Ask6:29:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+7.30% |
2.51
Bid Size: 4,000 |
2.58
Ask Size: 4,000 |
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: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.36 |
| Parity: |
1.45 |
| Time value: |
1.20 |
| Break-even: |
15.15 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.56 |
| Spread %: |
26.79% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.71 |
| Rho: |
0.03 |
Quote data
| Open: |
2.52 |
| High: |
2.54 |
| Low: |
2.48 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.72% |
| 1 Month |
|
|
+2.46% |
| 3 Months |
|
|
-1.19% |
| YTD |
|
|
-16.39% |
| 1 Year |
|
|
+77.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.33 |
| 1M High / 1M Low: |
3.30 |
2.33 |
| 6M High / 6M Low: |
3.30 |
1.30 |
| High (YTD): |
7/11/2024 |
3.30 |
| Low (YTD): |
3/5/2024 |
1.30 |
| 52W High: |
7/11/2024 |
3.30 |
| 52W Low: |
9/27/2023 |
0.78 |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.16 |
| Avg. volume 6M: |
|
90.39 |
| Avg. price 1Y: |
|
2.01 |
| Avg. volume 1Y: |
|
44.84 |
| Volatility 1M: |
|
119.32% |
| Volatility 6M: |
|
117.98% |
| Volatility 1Y: |
|
138.14% |
| Volatility 3Y: |
|
- |
