UC WAR. CALL 09/24 NEM/ DE000HC9FE06 /
| 6/19/2024 11:47:00 AM | Chg.-0.0100 | Bid1:19:33 PM | Ask1:19:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | -1.41% | 0.6900 Bid Size: 40,000 |
0.7000 Ask Size: 40,000 |
NEMETSCHEK SE O.N. | 90.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9FE0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/26/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.31 |
| Parity: | 0.07 |
| Time value: | 0.70 |
| Break-even: | 97.60 |
| Moneyness: | 1.01 |
| Premium: | 0.08 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.07 |
| Spread %: | 10.14% |
| Delta: | 0.57 |
| Theta: | -0.04 |
| Omega: | 6.82 |
| Rho: | 0.11 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7100 |
| Low: | 0.7000 |
| Previous Close: | 0.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.32% | ||
|---|---|---|---|
| 1 Month | +32.08% | ||
| 3 Months | -6.67% | ||
| YTD | +7.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9500 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.3500 |
| 6M High / 6M Low: | 1.1300 | 0.2900 |
| High (YTD): | 2/8/2024 | 1.1300 |
| Low (YTD): | 5/2/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7191 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7025 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 329.12% | |
| Volatility 6M: | 213.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
