UniCredit Call 15 TEG 18.09.2024
/ DE000HC9D3B5
UniCredit Call 15 TEG 18.09.2024/ DE000HC9D3B5 /
2024-06-10 10:18:02 AM |
Chg.+0.060 |
Bid12:32:00 PM |
Ask12:32:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+10.17% |
0.660 Bid Size: 30,000 |
0.690 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: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.10% |
1 Month |
|
|
-25.29% |
3 Months |
|
|
+16.07% |
YTD |
|
|
-56.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.590 |
1M High / 1M Low: |
1.280 |
0.590 |
6M High / 6M Low: |
1.480 |
0.330 |
High (YTD): |
2024-01-12 |
1.290 |
Low (YTD): |
2024-04-17 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.914 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.993 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.797 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.42% |
Volatility 6M: |
|
190.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |