UC WAR. CALL 09/24 NEM/ DE000HC9DAM8 /
| 2024-06-21 9:45:21 PM | Chg.-0.0400 | Bid9:58:59 PM | Ask9:58:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2600EUR | -1.74% | 2.1900 Bid Size: 3,000 |
2.3300 Ask Size: 3,000 |
NEMETSCHEK SE O.N. | 70.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DAM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.14 |
|---|---|
| Intrinsic value: | 2.06 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.31 |
| Parity: | 2.06 |
| Time value: | 0.27 |
| Break-even: | 93.30 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.14 |
| Spread %: | 6.39% |
| Delta: | 0.86 |
| Theta: | -0.04 |
| Omega: | 3.34 |
| Rho: | 0.13 |
Quote data
| Open: | 2.3000 |
|---|---|
| High: | 2.3800 |
| Low: | 2.2600 |
| Previous Close: | 2.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.44% | ||
|---|---|---|---|
| 1 Month | -1.31% | ||
| 3 Months | +0.44% | ||
| YTD | +43.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3000 | 2.1700 |
|---|---|---|
| 1M High / 1M Low: | 2.7800 | 1.6000 |
| 6M High / 6M Low: | 2.7800 | 1.2500 |
| High (YTD): | 2024-06-06 | 2.7800 |
| Low (YTD): | 2024-01-05 | 1.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2430 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9480 | |
| Avg. volume 6M: | 8.6080 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 148.24% | |
| Volatility 6M: | 119.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
