UC WAR. CALL 03/25 NEM/ DE000HD40200 /
| 2024-07-26 9:45:51 PM | Chg.0.0000 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | 0.00% | 0.5000 Bid Size: 8,000 |
0.5700 Ask Size: 8,000 |
NEMETSCHEK SE O.N. | 100.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4020 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.30 |
| Parity: | -1.36 |
| Time value: | 0.57 |
| Break-even: | 105.70 |
| Moneyness: | 0.86 |
| Premium: | 0.22 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.07 |
| Spread %: | 14.00% |
| Delta: | 0.39 |
| Theta: | -0.02 |
| Omega: | 5.85 |
| Rho: | 0.18 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5200 |
| Low: | 0.5100 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.39% | ||
|---|---|---|---|
| 1 Month | -40.23% | ||
| 3 Months | -8.77% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7100 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.5200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7681 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
