UC WAR. CALL 03/25 NEM/ DE000HD40200 /
| 2024-09-23 9:45:25 PM | Chg.+0.0400 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | +8.51% | 0.4600 Bid Size: 8,000 |
0.5300 Ask Size: 8,000 |
NEMETSCHEK SE O.N. | 100.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4020 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.30 |
| Parity: | -1.01 |
| Time value: | 0.51 |
| Break-even: | 105.10 |
| Moneyness: | 0.90 |
| Premium: | 0.17 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.07 |
| Spread %: | 15.91% |
| Delta: | 0.39 |
| Theta: | -0.03 |
| Omega: | 6.92 |
| Rho: | 0.15 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4400 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.39% | ||
|---|---|---|---|
| 1 Month | -13.56% | ||
| 3 Months | -28.17% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.4000 |
| 6M High / 6M Low: | 1.0900 | 0.4000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5310 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6773 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 185.94% | |
| Volatility 6M: | 155.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
