UC WAR. CALL 12/24 TEG/ DE000HC89K50 /
| 2024-06-17 9:45:42 AM | Chg.+0.0300 | Bid11:23:10 AM | Ask11:23:10 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7700EUR | +1.09% | 2.6500 Bid Size: 15,000 |
2.6800 Ask Size: 15,000 |
TAG IMMOBILIEN AG | 11.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC89K5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.49 |
|---|---|
| Intrinsic value: | 1.72 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.38 |
| Parity: | 1.72 |
| Time value: | 1.08 |
| Break-even: | 14.30 |
| Moneyness: | 1.15 |
| Premium: | 0.08 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.17 |
| Spread %: | 6.46% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 3.48 |
| Rho: | 0.03 |
Quote data
| Open: | 2.7500 |
|---|---|
| High: | 2.7700 |
| Low: | 2.7500 |
| Previous Close: | 2.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.58% | ||
|---|---|---|---|
| 1 Month | -29.70% | ||
| 3 Months | +53.89% | ||
| YTD | -19.01% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1100 | 2.7400 |
|---|---|---|
| 1M High / 1M Low: | 4.0500 | 2.7400 |
| 6M High / 6M Low: | 4.0500 | 1.7500 |
| High (YTD): | 2024-05-22 | 4.0500 |
| Low (YTD): | 2024-03-05 | 1.7500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4443 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7135 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.84% | |
| Volatility 6M: | 100.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
