UC WAR. CALL 03/25 NEM/ DE000HD401Z6 /
| 2024-09-23 7:46:58 PM | Chg.+0.0600 | Bid8:00:00 PM | Ask8:00:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | +6.82% | 0.9100 Bid Size: 4,000 |
0.9500 Ask Size: 4,000 |
NEMETSCHEK SE O.N. | 90.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD401Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.30 |
| Parity: | -0.01 |
| Time value: | 0.93 |
| Break-even: | 99.30 |
| Moneyness: | 1.00 |
| Premium: | 0.10 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.07 |
| Spread %: | 8.14% |
| Delta: | 0.57 |
| Theta: | -0.03 |
| Omega: | 5.54 |
| Rho: | 0.20 |
Quote data
| Open: | 0.8600 |
|---|---|
| High: | 0.9600 |
| Low: | 0.8600 |
| Previous Close: | 0.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.05% | ||
|---|---|---|---|
| 1 Month | -8.74% | ||
| 3 Months | -26.56% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.7800 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.7800 |
| 6M High / 6M Low: | 1.6200 | 0.7200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9586 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0846 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.43% | |
| Volatility 6M: | 131.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
