UC WAR. CALL 09/24 NEM/  DE000HD401Y9  /

gettex
2024-06-14  9:45:25 PM Chg.-0.1000 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
1.0800EUR -8.47% 1.0400
Bid Size: 4,000
1.1100
Ask Size: 4,000
NEMETSCHEK SE O.N. 85.00 - 2024-09-18 Call
 

Master data

WKN: HD401Y
Issuer: UniCredit
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-09-18
Issue date: 2024-03-21
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.17
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.57
Implied volatility: 0.42
Historic volatility: 0.31
Parity: 0.57
Time value: 0.54
Break-even: 96.10
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.07
Spread %: 6.73%
Delta: 0.68
Theta: -0.04
Omega: 5.52
Rho: 0.13
 

Quote data

Open: 1.1800
High: 1.1800
Low: 1.0800
Previous Close: 1.1800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.28%
1 Month  
+33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.3200 1.0800
1M High / 1M Low: 1.4800 0.5700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.2240
Avg. volume 1W:   0.0000
Avg. price 1M:   0.9939
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -