UniCredit Call 15 TEG 18.09.2024
/ DE000HC9D3B5
UniCredit Call 15 TEG 18.09.2024/ DE000HC9D3B5 /
| 9/13/2024 9:21:05 PM |
Chg.-0.01 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-0.60% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.35 |
| Parity: |
1.55 |
| Time value: |
0.36 |
| Break-even: |
16.91 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
3.81 |
| Spread abs.: |
0.40 |
| Spread %: |
26.49% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
6.68 |
| Rho: |
0.00 |
Quote data
| Open: |
1.73 |
| High: |
1.75 |
| Low: |
1.67 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.16% |
| 1 Month |
|
|
+339.47% |
| 3 Months |
|
|
+198.21% |
| YTD |
|
|
+12.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
0.88 |
| 1M High / 1M Low: |
1.68 |
0.22 |
| 6M High / 6M Low: |
1.68 |
0.22 |
| High (YTD): |
9/12/2024 |
1.68 |
| Low (YTD): |
8/29/2024 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
610.76% |
| Volatility 6M: |
|
356.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
