UC DIS.CERT. 12/24 CALL ALV
/ DE000HC8Q967
UC DIS.CERT. 12/24 CALL ALV/ DE000HC8Q967 /
| 2024-05-31 9:46:08 PM |
Chg.+0.0900 |
Bid9:52:10 PM |
Ask9:52:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.3900EUR |
+6.92% |
1.4000
Bid Size: 15,000 |
1.4100
Ask Size: 15,000 |
ALLIANZ SE NA O.N. |
260.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC8Q96 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-08-15 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
19.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.15 |
| Parity: |
0.83 |
| Time value: |
0.58 |
| Break-even: |
274.10 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
17.17 |
| Rho: |
1.25 |
Quote data
| Open: |
1.3400 |
| High: |
1.3900 |
| Low: |
1.3400 |
| Previous Close: |
1.3000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.45% |
| 1 Month |
|
|
+27.52% |
| 3 Months |
|
|
+101.45% |
| YTD |
|
|
+117.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.3900 |
1.2400 |
| 1M High / 1M Low: |
1.3900 |
0.9900 |
| 6M High / 6M Low: |
1.3900 |
0.4800 |
| High (YTD): |
2024-05-31 |
1.3900 |
| Low (YTD): |
2024-02-26 |
0.5500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.3060 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.2568 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.8909 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.30% |
| Volatility 6M: |
|
104.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
