UC WAR. CALL 03/25 TEG/ DE000HD3ZUU4 /
| 2024-09-25 9:45:54 PM | Chg.-0.1700 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3100EUR | -6.85% | 2.2800 Bid Size: 2,000 |
2.3800 Ask Size: 2,000 |
TAG IMMOBILIEN AG | 15.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD3ZUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.37 |
|---|---|
| Intrinsic value: | 1.30 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.34 |
| Parity: | 1.30 |
| Time value: | 1.22 |
| Break-even: | 17.52 |
| Moneyness: | 1.09 |
| Premium: | 0.07 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.10 |
| Spread %: | 4.13% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 4.49 |
| Rho: | 0.04 |
Quote data
| Open: | 2.4200 |
|---|---|
| High: | 2.4200 |
| Low: | 2.3100 |
| Previous Close: | 2.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.28% | ||
|---|---|---|---|
| 1 Month | +35.88% | ||
| 3 Months | +77.69% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5200 | 2.2300 |
|---|---|---|
| 1M High / 1M Low: | 2.7700 | 1.5500 |
| 6M High / 6M Low: | 2.7700 | 1.0100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1877 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7047 | |
| Avg. volume 6M: | .1550 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.31% | |
| Volatility 6M: | 115.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
