UC WAR. CALL 03/25 NEM/ DE000HD4XBK8 /
| 18/09/2024 13:45:14 | Chg.0.0000 | Bid15:03:38 | Ask15:03:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3600EUR | 0.00% | 1.3700 Bid Size: 30,000 |
1.3800 Ask Size: 30,000 |
NEMETSCHEK SE O.N. | 80.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4XBK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 23/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.30 |
| Parity: | 0.78 |
| Time value: | 0.60 |
| Break-even: | 93.80 |
| Moneyness: | 1.10 |
| Premium: | 0.07 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.07 |
| Spread %: | 5.34% |
| Delta: | 0.71 |
| Theta: | -0.03 |
| Omega: | 4.53 |
| Rho: | 0.24 |
Quote data
| Open: | 1.3300 |
|---|---|
| High: | 1.3600 |
| Low: | 1.3300 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.53% | ||
|---|---|---|---|
| 1 Month | -12.26% | ||
| 3 Months | -25.27% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5200 | 1.3600 |
|---|---|---|
| 1M High / 1M Low: | 1.9200 | 1.3400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6055 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.05% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
