UC WAR. CALL 12/24 NEM/ DE000HC7WW54 /
| 2024-06-21 9:45:04 PM | Chg.-0.0500 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4500EUR | -2.00% | 2.4100 Bid Size: 3,000 |
2.4800 Ask Size: 3,000 |
NEMETSCHEK SE O.N. | 70.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7WW5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-06 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.26 |
|---|---|
| Intrinsic value: | 2.06 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.31 |
| Parity: | 2.06 |
| Time value: | 0.42 |
| Break-even: | 94.80 |
| Moneyness: | 1.29 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.07 |
| Spread %: | 2.90% |
| Delta: | 0.84 |
| Theta: | -0.03 |
| Omega: | 3.07 |
| Rho: | 0.25 |
Quote data
| Open: | 2.5000 |
|---|---|
| High: | 2.5500 |
| Low: | 2.4400 |
| Previous Close: | 2.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +0.41% | ||
| 3 Months | +1.24% | ||
| YTD | +40.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5000 | 2.3800 |
|---|---|---|
| 1M High / 1M Low: | 2.9400 | 1.7900 |
| 6M High / 6M Low: | 2.9400 | 1.4300 |
| High (YTD): | 2024-06-06 | 2.9400 |
| Low (YTD): | 2024-01-04 | 1.4300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4191 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1235 | |
| Avg. volume 6M: | 9.4400 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.04% | |
| Volatility 6M: | 107.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
