UniCredit Call 10 TEG 18.09.2024
/ DE000HC9FE97
UniCredit Call 10 TEG 18.09.2024/ DE000HC9FE97 /
| 2024-05-17 7:36:57 PM |
Chg.-0.010 |
Bid9:59:09 PM |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
-0.20% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
10.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9FE9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.38 |
| Parity: |
3.97 |
| Time value: |
1.10 |
| Break-even: |
15.07 |
| Moneyness: |
1.40 |
| Premium: |
0.08 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.24 |
| Spread %: |
4.97% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.26 |
| Rho: |
0.02 |
Quote data
| Open: |
4.970 |
| High: |
5.000 |
| Low: |
4.890 |
| Previous Close: |
4.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+53.44% |
| 3 Months |
|
|
+116.30% |
| YTD |
|
|
+20.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.920 |
3.430 |
| 6M High / 6M Low: |
4.920 |
2.190 |
| High (YTD): |
2024-05-16 |
4.920 |
| Low (YTD): |
2024-03-05 |
2.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.07% |
| Volatility 6M: |
|
99.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
