UC WAR. CALL 09/24 TEG/ DE000HC9D3B5 /
| 2024-06-10 9:45:20 AM | Chg.-0.0200 | Bid9:49:27 AM | Ask9:49:27 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | -2.86% | 0.6500 Bid Size: 30,000 |
0.6800 Ask Size: 30,000 |
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: | 18.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.38 |
| Parity: | -1.34 |
| Time value: | 0.73 |
| Break-even: | 15.73 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.17 |
| Spread %: | 30.36% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 7.33 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6800 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.61% | ||
|---|---|---|---|
| 1 Month | -26.88% | ||
| 3 Months | +11.48% | ||
| YTD | -53.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.2900 | 0.7000 |
| 6M High / 6M Low: | 1.5400 | 0.3800 |
| High (YTD): | 2024-01-12 | 1.3100 |
| Low (YTD): | 2024-03-15 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8442 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.95% | |
| Volatility 6M: | 186.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
