UC WAR. CALL 06/24 NEM/ DE000HC3HEL6 /
| 06/05/2024 13:45:17 | Chg.- | Bid14:00:40 | Ask06/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3700EUR | - | 1.3900 Bid Size: 25,000 |
- Ask Size: 25,000 |
NEMETSCHEK SE O.N. | 70.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC3HEL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 26/01/2023 |
| Last trading day: | 07/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.37 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.29 |
| Parity: | 1.36 |
| Time value: | 0.02 |
| Break-even: | 83.70 |
| Moneyness: | 1.19 |
| Premium: | 0.00 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 1.48% |
| Delta: | 0.99 |
| Theta: | -0.01 |
| Omega: | 6.04 |
| Rho: | 0.03 |
Quote data
| Open: | 1.3800 |
|---|---|
| High: | 1.4000 |
| Low: | 1.3500 |
| Previous Close: | 1.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +20.18% | ||
| 3 Months | -32.18% | ||
| YTD | -0.72% | ||
| 1 Year | -12.74% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 1.1400 |
| 6M High / 6M Low: | 2.3500 | 1.0500 |
| High (YTD): | 27/03/2024 | 2.3500 |
| Low (YTD): | 05/01/2024 | 1.0500 |
| 52W High: | 27/03/2024 | 2.3500 |
| 52W Low: | 26/09/2023 | 0.4300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.2967 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6674 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2707 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 243.48% | |
| Volatility 6M: | 134.88% | |
| Volatility 1Y: | 125.70% | |
| Volatility 3Y: | - |
