UC WAR. CALL 09/24 NEM/ DE000HC9FE06 /
| 18/06/2024 21:45:54 | Chg.+0.0100 | Bid21:58:59 | Ask21:58:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | +1.43% | 0.6900 Bid Size: 5,000 |
0.7600 Ask Size: 5,000 |
NEMETSCHEK SE O.N. | 90.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9FE0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 26/09/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.31 |
| Parity: | -0.04 |
| Time value: | 0.75 |
| Break-even: | 97.50 |
| Moneyness: | 1.00 |
| Premium: | 0.09 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.07 |
| Spread %: | 10.29% |
| Delta: | 0.55 |
| Theta: | -0.04 |
| Omega: | 6.58 |
| Rho: | 0.11 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7300 |
| Low: | 0.7000 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.83% | ||
|---|---|---|---|
| 1 Month | +33.96% | ||
| 3 Months | -4.05% | ||
| YTD | +9.23% | ||
| 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): | 08/02/2024 | 1.1300 |
| Low (YTD): | 02/05/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7195 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7023 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 337.63% | |
| Volatility 6M: | 213.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
