UniCredit Call 15 TEG 18.09.2024
/ DE000HC9D3B5
UniCredit Call 15 TEG 18.09.2024/ DE000HC9D3B5 /
| 8/9/2024 6:34:29 PM |
Chg.+0.100 |
Bid8/9/2024 |
Ask8/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+23.81% |
0.520
Bid Size: 8,000 |
0.590
Ask Size: 8,000 |
TAG IMMOBILIEN AG |
15.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9D3B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.36 |
| Parity: |
-1.05 |
| Time value: |
0.73 |
| Break-even: |
15.73 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.56 |
| Spread %: |
329.41% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
7.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.560 |
| Low: |
0.510 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.12% |
| 1 Month |
|
|
-8.77% |
| 3 Months |
|
|
-39.53% |
| YTD |
|
|
-63.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.420 |
| 1M High / 1M Low: |
1.080 |
0.420 |
| 6M High / 6M Low: |
1.290 |
0.340 |
| High (YTD): |
5/22/2024 |
1.290 |
| Low (YTD): |
4/17/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.95% |
| Volatility 6M: |
|
225.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
