UC WAR. CALL 03/25 NEM/ DE000HD401Z6 /
2024-08-30 9:45:56 PM | Chg.0.0000 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2300EUR | 0.00% | 1.2000 Bid Size: 4,000 |
1.2700 Ask Size: 4,000 |
NEMETSCHEK SE O.N. | 90.00 - | 2025-03-19 | Call |
Master data
WKN: | HD401Z |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NEMETSCHEK SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-21 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.42 |
Leverage: | Yes |
Calculated values
Fair value: | 1.15 |
---|---|
Intrinsic value: | 0.43 |
Implied volatility: | 0.35 |
Historic volatility: | 0.30 |
Parity: | 0.43 |
Time value: | 0.85 |
Break-even: | 102.70 |
Moneyness: | 1.05 |
Premium: | 0.09 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.07 |
Spread %: | 5.83% |
Delta: | 0.65 |
Theta: | -0.03 |
Omega: | 4.82 |
Rho: | 0.27 |
Quote data
Open: | 1.2600 |
---|---|
High: | 1.2700 |
Low: | 1.2300 |
Previous Close: | 1.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +19.42% | ||
---|---|---|---|
1 Month | +26.80% | ||
3 Months | +46.43% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2300 | 0.9500 |
---|---|---|
1M High / 1M Low: | 1.2300 | 0.8100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9836 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 98.86% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |