UC WAR. CALL 09/24 NEM/ DE000HC9DAP1 /
| 21/06/2024 21:45:10 | Chg.-0.0100 | Bid21:58:59 | Ask21:58:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3200EUR | -3.03% | 0.2800 Bid Size: 10,000 |
0.3500 Ask Size: 10,000 |
NEMETSCHEK SE O.N. | 100.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9DAP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 21/09/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.30 |
| Parity: | -0.83 |
| Time value: | 0.38 |
| Break-even: | 103.80 |
| Moneyness: | 0.92 |
| Premium: | 0.13 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.07 |
| Spread %: | 22.58% |
| Delta: | 0.37 |
| Theta: | -0.04 |
| Omega: | 8.88 |
| Rho: | 0.07 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3200 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.51% | ||
|---|---|---|---|
| 1 Month | +23.08% | ||
| 3 Months | -3.03% | ||
| YTD | -15.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.1100 |
| 6M High / 6M Low: | 0.7200 | 0.0930 |
| High (YTD): | 08/02/2024 | 0.7200 |
| Low (YTD): | 02/05/2024 | 0.0930 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3170 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3679 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 429.14% | |
| Volatility 6M: | 275.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
