UniCredit Call 15 TEG 18.09.2024
/ DE000HC9D3B5
UniCredit Call 15 TEG 18.09.2024/ DE000HC9D3B5 /
| 2024-05-27 7:38:47 PM |
Chg.0.000 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
0.00% |
0.840
Bid Size: 4,000 |
1.020
Ask Size: 4,000 |
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: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
-1.03 |
| Time value: |
1.02 |
| Break-even: |
16.02 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.18 |
| Spread %: |
21.43% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
6.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.900 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.48% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+76.00% |
| YTD |
|
|
-38.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
0.880 |
| 1M High / 1M Low: |
1.290 |
0.690 |
| 6M High / 6M Low: |
1.500 |
0.340 |
| High (YTD): |
2024-05-22 |
1.290 |
| Low (YTD): |
2024-04-17 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.71% |
| Volatility 6M: |
|
185.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
