UC WAR. CALL 09/24 NEM/ DE000HC9DAM8 /
| 2024-06-19 11:46:21 AM | Chg.0.0000 | Bid12:56:10 PM | Ask12:56:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2100EUR | 0.00% | 2.2000 Bid Size: 25,000 |
2.2300 Ask Size: 25,000 |
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: | 3.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.15 |
|---|---|
| Intrinsic value: | 2.07 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.31 |
| Parity: | 2.07 |
| Time value: | 0.25 |
| Break-even: | 93.10 |
| Moneyness: | 1.30 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.14 |
| Spread %: | 6.45% |
| Delta: | 0.87 |
| Theta: | -0.03 |
| Omega: | 3.41 |
| Rho: | 0.14 |
Quote data
| Open: | 2.2100 |
|---|---|
| High: | 2.2100 |
| Low: | 2.2100 |
| Previous Close: | 2.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.67% | ||
|---|---|---|---|
| 1 Month | +13.92% | ||
| 3 Months | +11.06% | ||
| YTD | +40.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5600 | 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: | 2.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2282 | |
| Avg. volume 1M: | 2.2727 | |
| Avg. price 6M: | 1.9331 | |
| Avg. volume 6M: | 8.6080 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.48% | |
| Volatility 6M: | 120.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
