UC WAR. CALL 12/24 NEM/ DE000HC9FE14 /
2024-09-24 7:45:39 PM | Chg.-0.1500 | Bid8:01:30 PM | Ask2024-09-24 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9900EUR | -4.78% | 2.9800 Bid Size: 3,000 |
- Ask Size: 25,000 |
NEMETSCHEK SE O.N. | 60.00 - | 2024-12-18 | Call |
Master data
WKN: | HC9FE1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NEMETSCHEK SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-26 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.88 |
Leverage: | Yes |
Calculated values
Fair value: | 3.10 |
---|---|
Intrinsic value: | 3.06 |
Implied volatility: | 0.53 |
Historic volatility: | 0.30 |
Parity: | 3.06 |
Time value: | 0.09 |
Break-even: | 91.40 |
Moneyness: | 1.51 |
Premium: | 0.01 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.03 |
Spread %: | 0.96% |
Delta: | 0.96 |
Theta: | -0.02 |
Omega: | 2.78 |
Rho: | 0.13 |
Quote data
Open: | 3.0600 |
---|---|
High: | 3.1300 |
Low: | 2.9700 |
Previous Close: | 3.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.75% | ||
---|---|---|---|
1 Month | -6.56% | ||
3 Months | -3.24% | ||
YTD | +24.07% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.1400 | 2.8800 |
---|---|---|
1M High / 1M Low: | 3.5900 | 2.8400 |
6M High / 6M Low: | 3.8200 | 2.3100 |
High (YTD): | 2024-06-06 | 3.8200 |
Low (YTD): | 2024-01-05 | 2.0200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1352 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.0956 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.65% | |
Volatility 6M: | 75.50% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |