UniCredit Call 12 TEG 18.09.2024
/ DE000HC9D3A7
UniCredit Call 12 TEG 18.09.2024/ DE000HC9D3A7 /
| 2024-05-27 8:14:28 PM |
Chg.+0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
+1.54% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
12.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9D3A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
1.97 |
| Time value: |
0.77 |
| Break-even: |
14.74 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.18 |
| Spread %: |
7.03% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.02 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.59 |
| Previous Close: |
2.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
+48.31% |
| 3 Months |
|
|
+121.85% |
| YTD |
|
|
-6.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
2.60 |
| 1M High / 1M Low: |
3.28 |
1.96 |
| 6M High / 6M Low: |
3.28 |
1.12 |
| High (YTD): |
2024-05-22 |
3.28 |
| Low (YTD): |
2024-03-05 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.73% |
| Volatility 6M: |
|
125.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
