UC WAR. CALL 09/24 TEG/ DE000HC9D3A7 /
| 2024-06-21 9:46:44 PM | Chg.-0.0700 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | -3.76% | 1.7000 Bid Size: 2,000 |
1.8300 Ask Size: 2,000 |
TAG IMMOBILIEN AG | 12.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9D3A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.57 |
|---|---|
| Intrinsic value: | 1.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.38 |
| Parity: | 1.00 |
| Time value: | 0.83 |
| Break-even: | 13.83 |
| Moneyness: | 1.08 |
| Premium: | 0.06 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.13 |
| Spread %: | 7.65% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 4.88 |
| Rho: | 0.02 |
Quote data
| Open: | 1.8600 |
|---|---|
| High: | 1.9000 |
| Low: | 1.7900 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.77% | ||
|---|---|---|---|
| 1 Month | -31.68% | ||
| 3 Months | -3.76% | ||
| YTD | -35.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9200 | 1.7200 |
|---|---|---|
| 1M High / 1M Low: | 2.9900 | 1.7200 |
| 6M High / 6M Low: | 3.2900 | 1.1700 |
| High (YTD): | 2024-05-22 | 3.2900 |
| Low (YTD): | 2024-03-05 | 1.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3738 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0126 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.69% | |
| Volatility 6M: | 130.72% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
