UniCredit Call 15 TEG 18.09.2024
/ DE000HC9D3B5
UniCredit Call 15 TEG 18.09.2024/ DE000HC9D3B5 /
| 2024-07-12 1:18:43 PM |
Chg.-0.02 |
Bid3:55:42 PM |
Ask3:55:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-1.85% |
1.10
Bid Size: 15,000 |
1.13
Ask Size: 15,000 |
TAG IMMOBILIEN AG |
15.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9D3B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.37 |
| Parity: |
0.15 |
| Time value: |
1.06 |
| Break-even: |
16.21 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.15 |
| Spread %: |
14.15% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
7.17 |
| Rho: |
0.01 |
Quote data
| Open: |
1.00 |
| High: |
1.06 |
| Low: |
1.00 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.29% |
| 1 Month |
|
|
+47.22% |
| 3 Months |
|
|
+140.91% |
| YTD |
|
|
-28.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.52 |
| 1M High / 1M Low: |
1.08 |
0.41 |
| 6M High / 6M Low: |
1.29 |
0.33 |
| High (YTD): |
2024-01-12 |
1.29 |
| Low (YTD): |
2024-04-17 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.85% |
| Volatility 6M: |
|
249.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
