UC WAR. CALL 12/24 TEG/ DE000HC7KL28 /
| 2024-06-13 5:45:40 PM | Chg.-0.2500 | Bid6:32:29 PM | Ask6:32:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0500EUR | -5.81% | 3.9200 Bid Size: 4,000 |
4.0000 Ask Size: 4,000 |
TAG IMMOBILIEN AG | 10.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7KL2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.18 |
|---|---|
| Intrinsic value: | 3.85 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.38 |
| Parity: | 3.85 |
| Time value: | 0.58 |
| Break-even: | 14.43 |
| Moneyness: | 1.39 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.17 |
| Spread %: | 3.99% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 2.72 |
| Rho: | 0.04 |
Quote data
| Open: | 4.3000 |
|---|---|
| High: | 4.3000 |
| Low: | 4.0500 |
| Previous Close: | 4.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.15% | ||
|---|---|---|---|
| 1 Month | -8.37% | ||
| 3 Months | +36.36% | ||
| YTD | -7.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6100 | 3.9600 |
|---|---|---|
| 1M High / 1M Low: | 5.2700 | 3.9600 |
| 6M High / 6M Low: | 5.2700 | 2.5300 |
| High (YTD): | 2024-05-22 | 5.2700 |
| Low (YTD): | 2024-03-05 | 2.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.2340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.7352 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.6770 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.73% | |
| Volatility 6M: | 87.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
