UC WAR. CALL 09/24 NEM/ DE000HC9DAN6 /
| 27/06/2024 09:00:43 | Chg.0.0000 | Bid09:38:13 | Ask09:38:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5300EUR | 0.00% | 1.5900 Bid Size: 25,000 |
1.6000 Ask Size: 25,000 |
NEMETSCHEK SE O.N. | 80.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9DAN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 21/09/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.33 |
|---|---|
| Intrinsic value: | 1.16 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.31 |
| Parity: | 1.16 |
| Time value: | 0.43 |
| Break-even: | 95.80 |
| Moneyness: | 1.14 |
| Premium: | 0.05 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.28 |
| Spread %: | 21.54% |
| Delta: | 0.76 |
| Theta: | -0.05 |
| Omega: | 4.41 |
| Rho: | 0.12 |
Quote data
| Open: | 1.5300 |
|---|---|
| High: | 1.5300 |
| Low: | 1.5300 |
| Previous Close: | 1.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.79% | ||
|---|---|---|---|
| 1 Month | +6.25% | ||
| 3 Months | -10.00% | ||
| YTD | +48.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5300 | 1.1900 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 0.8600 |
| 6M High / 6M Low: | 1.8900 | 0.7100 |
| High (YTD): | 06/06/2024 | 1.8900 |
| Low (YTD): | 02/05/2024 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3883 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2387 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.61% | |
| Volatility 6M: | 163.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
