UC WAR. CALL 09/24 TEG/ DE000HC9N442 /
| 2024-06-17 9:45:06 AM | Chg.+0.0300 | Bid10:17:17 AM | Ask10:17:17 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | +2.19% | 1.3300 Bid Size: 20,000 |
1.3600 Ask Size: 20,000 |
TAG IMMOBILIEN AG | 13.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9N44 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-03 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.38 |
| Parity: | 0.22 |
| Time value: | 1.21 |
| Break-even: | 14.43 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.17 |
| Spread %: | 13.49% |
| Delta: | 0.59 |
| Theta: | -0.01 |
| Omega: | 5.46 |
| Rho: | 0.02 |
Quote data
| Open: | 1.3700 |
|---|---|
| High: | 1.4000 |
| Low: | 1.3700 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.39% | ||
|---|---|---|---|
| 1 Month | -42.15% | ||
| 3 Months | +70.73% | ||
| YTD | -38.60% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6600 | 1.3700 |
|---|---|---|
| 1M High / 1M Low: | 2.5000 | 1.3700 |
| 6M High / 6M Low: | 2.5000 | 0.8200 |
| High (YTD): | 2024-05-22 | 2.5000 |
| Low (YTD): | 2024-03-15 | 0.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9667 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5338 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 150.30% | |
| Volatility 6M: | 143.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
