UC WAR. CALL 09/24 NEM/ DE000HC9DAN6 /
| 2024-06-21 9:46:25 PM | Chg.-0.0500 | Bid9:58:59 PM | Ask9:58:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4100EUR | -3.42% | 1.3700 Bid Size: 4,000 |
1.4400 Ask Size: 4,000 |
NEMETSCHEK SE O.N. | 80.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DAN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 1.06 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.31 |
| Parity: | 1.06 |
| Time value: | 0.38 |
| Break-even: | 94.40 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.07 |
| Spread %: | 5.11% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 4.80 |
| Rho: | 0.13 |
Quote data
| Open: | 1.4600 |
|---|---|
| High: | 1.5100 |
| Low: | 1.4000 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.08% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -3.42% | ||
| YTD | +36.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4600 | 1.3500 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 0.8600 |
| 6M High / 6M Low: | 1.8900 | 0.7100 |
| High (YTD): | 2024-06-06 | 1.8900 |
| Low (YTD): | 2024-05-02 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3957 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2334 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 214.25% | |
| Volatility 6M: | 159.89% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
