UC WAR. CALL 06/25 NEM/ DE000HD25TF0 /
| 08/11/2024 21:46:28 | Chg.-0.0100 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0500EUR | -0.49% | 2.0000 Bid Size: 6,000 |
2.0800 Ask Size: 6,000 |
NEMETSCHEK SE O.N. | 90.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD25TF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 25/01/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 1.44 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.29 |
| Parity: | 1.44 |
| Time value: | 0.64 |
| Break-even: | 110.80 |
| Moneyness: | 1.16 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.08 |
| Spread %: | 4.00% |
| Delta: | 0.77 |
| Theta: | -0.03 |
| Omega: | 3.85 |
| Rho: | 0.36 |
Quote data
| Open: | 2.0000 |
|---|---|
| High: | 2.1200 |
| Low: | 2.0000 |
| Previous Close: | 2.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.59% | ||
|---|---|---|---|
| 1 Month | +33.99% | ||
| 3 Months | +84.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0600 | 1.5600 |
|---|---|---|
| 1M High / 1M Low: | 2.0600 | 1.5200 |
| 6M High / 6M Low: | 2.0600 | 1.0200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7574 | |
| Avg. volume 1M: | 1.9565 | |
| Avg. price 6M: | 1.3913 | |
| Avg. volume 6M: | 8.9773 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.13% | |
| Volatility 6M: | 111.10% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
