UC WAR. CALL 01/25 NEH/ DE000HC4M5X8 /
| 10/18/2024 9:40:32 PM | Chg.+0.1500 | Bid9:53:00 PM | Ask9:53:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | +22.06% | 0.8200 Bid Size: 25,000 |
0.8300 Ask Size: 25,000 |
NetEase Inc | 80.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC4M5X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NetEase Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 2/28/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.38 |
| Parity: | -0.42 |
| Time value: | 0.83 |
| Break-even: | 88.30 |
| Moneyness: | 0.95 |
| Premium: | 0.16 |
| Premium p.a.: | 0.88 |
| Spread abs.: | 0.01 |
| Spread %: | 1.22% |
| Delta: | 0.51 |
| Theta: | -0.06 |
| Omega: | 4.64 |
| Rho: | 0.07 |
Quote data
| Open: | 0.8200 |
|---|---|
| High: | 0.9100 |
| Low: | 0.8200 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.60% | ||
|---|---|---|---|
| 1 Month | +29.69% | ||
| 3 Months | -46.10% | ||
| YTD | -58.50% | ||
| 1 Year | -73.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 2.4000 | 0.6200 |
| 6M High / 6M Low: | 2.7700 | 0.5400 |
| High (YTD): | 2/27/2024 | 3.6900 |
| Low (YTD): | 9/18/2024 | 0.5400 |
| 52W High: | 11/20/2023 | 4.1600 |
| 52W Low: | 9/18/2024 | 0.5400 |
| Avg. price 1W: | 0.8260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3209 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5403 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2299 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 312.57% | |
| Volatility 6M: | 185.34% | |
| Volatility 1Y: | 149.81% | |
| Volatility 3Y: | - |
