UC WAR. CALL 06/25 NEM/ DE000HD25TF0 /
| 7/26/2024 9:45:30 PM | Chg.0.0000 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | 0.00% | 1.0900 Bid Size: 6,000 |
1.1600 Ask Size: 6,000 |
NEMETSCHEK SE O.N. | 90.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD25TF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 1/25/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.30 |
| Parity: | -0.36 |
| Time value: | 1.16 |
| Break-even: | 101.60 |
| Moneyness: | 0.96 |
| Premium: | 0.18 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.07 |
| Spread %: | 6.42% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 4.16 |
| Rho: | 0.33 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.1100 |
| Low: | 1.0800 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.27% | ||
|---|---|---|---|
| 1 Month | -27.45% | ||
| 3 Months | +4.72% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.6600 | 1.1100 |
| 6M High / 6M Low: | 1.8200 | 0.8900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3775 | |
| Avg. volume 6M: | 41.8425 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.98% | |
| Volatility 6M: | 117.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
