UC WAR. CALL 03/25 NEM/ DE000HD4PP79 /
| 07/11/2024 21:46:37 | Chg.+0.1700 | Bid21:59:21 | Ask21:59:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | +42.50% | 0.5300 Bid Size: 10,000 |
0.6100 Ask Size: 10,000 |
NEMETSCHEK SE O.N. | 110.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4PP7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 16/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 23.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.28 |
| Parity: | -1.01 |
| Time value: | 0.43 |
| Break-even: | 114.30 |
| Moneyness: | 0.91 |
| Premium: | 0.14 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.08 |
| Spread %: | 22.86% |
| Delta: | 0.36 |
| Theta: | -0.03 |
| Omega: | 8.45 |
| Rho: | 0.12 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.7800 |
| Low: | 0.5400 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +39.02% | ||
|---|---|---|---|
| 1 Month | +67.65% | ||
| 3 Months | +96.55% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.3400 |
| 6M High / 6M Low: | 0.7100 | 0.1800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4361 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3960 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 198.06% | |
| Volatility 6M: | 189.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
