UC WAR. CALL 12/24 NEM/ DE000HC7L3W3 /
| 07/06/2024 21:46:15 | Chg.-0.0500 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | -10.20% | 0.3900 Bid Size: 8,000 |
0.4600 Ask Size: 8,000 |
NEMETSCHEK SE O.N. | 110.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7L3W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.31 |
| Parity: | -1.61 |
| Time value: | 0.46 |
| Break-even: | 114.60 |
| Moneyness: | 0.85 |
| Premium: | 0.22 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.07 |
| Spread %: | 17.95% |
| Delta: | 0.34 |
| Theta: | -0.03 |
| Omega: | 6.85 |
| Rho: | 0.14 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4400 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +214.29% | ||
|---|---|---|---|
| 1 Month | +131.58% | ||
| 3 Months | -4.35% | ||
| YTD | +22.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.1400 |
| 6M High / 6M Low: | 0.6500 | 0.1200 |
| High (YTD): | 09/02/2024 | 0.6500 |
| Low (YTD): | 02/05/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2573 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3531 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 334.53% | |
| Volatility 6M: | 231.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
