UC WAR. CALL 09/24 NEM/ DE000HC9DAM8 /
2024-07-26 9:46:06 PM | Chg.+0.0200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7400EUR | +1.16% | 1.7100 Bid Size: 3,000 |
1.8400 Ask Size: 3,000 |
NEMETSCHEK SE O.N. | 70.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9DAM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NEMETSCHEK SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-09-21 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.70 |
Leverage: | Yes |
Calculated values
Fair value: | 1.69 |
---|---|
Intrinsic value: | 1.64 |
Implied volatility: | 0.60 |
Historic volatility: | 0.30 |
Parity: | 1.64 |
Time value: | 0.20 |
Break-even: | 88.40 |
Moneyness: | 1.23 |
Premium: | 0.02 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.13 |
Spread %: | 7.60% |
Delta: | 0.86 |
Theta: | -0.05 |
Omega: | 4.01 |
Rho: | 0.08 |
Quote data
Open: | 1.6900 |
---|---|
High: | 1.7400 |
Low: | 1.6900 |
Previous Close: | 1.7200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.35% | ||
---|---|---|---|
1 Month | -26.89% | ||
3 Months | +8.07% | ||
YTD | +10.83% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2100 | 1.7200 |
---|---|---|
1M High / 1M Low: | 2.5800 | 1.7200 |
6M High / 6M Low: | 2.7800 | 1.3600 |
High (YTD): | 2024-06-06 | 2.7800 |
Low (YTD): | 2024-01-05 | 1.2500 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.2533 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.0777 | |
Avg. volume 6M: | 8.4724 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 93.30% | |
Volatility 6M: | 118.34% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |