UniCredit Call 60 TLX 18.12.2024
/ DE000HC7KL77
UniCredit Call 60 TLX 18.12.2024/ DE000HC7KL77 /
| 6/3/2024 5:37:03 PM |
Chg.+0.10 |
Bid6:17:37 PM |
Ask6:17:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
+6.71% |
1.56
Bid Size: 15,000 |
1.61
Ask Size: 15,000 |
TALANX AG NA O.N. |
60.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC7KL7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TALANX AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/22/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
1.32 |
| Time value: |
0.29 |
| Break-even: |
76.00 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
6.67% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.86 |
| Rho: |
0.25 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.59 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.58% |
| 1 Month |
|
|
+47.22% |
| 3 Months |
|
|
+89.29% |
| YTD |
|
|
+80.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.46 |
| 1M High / 1M Low: |
1.55 |
1.08 |
| 6M High / 6M Low: |
1.55 |
0.78 |
| High (YTD): |
5/27/2024 |
1.55 |
| Low (YTD): |
2/28/2024 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.78% |
| Volatility 6M: |
|
92.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
