UC WAR. CALL 09/24 NEM/ DE000HC9DAM8 /
| 8/9/2024 9:45:59 PM | Chg.+0.0300 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7800EUR | +1.71% | 1.7500 Bid Size: 3,000 |
1.8800 Ask Size: 3,000 |
NEMETSCHEK SE O.N. | 70.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9DAM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/21/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.73 |
|---|---|
| Intrinsic value: | 1.70 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.30 |
| Parity: | 1.70 |
| Time value: | 0.19 |
| Break-even: | 88.80 |
| Moneyness: | 1.24 |
| Premium: | 0.02 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.13 |
| Spread %: | 7.43% |
| Delta: | 0.86 |
| Theta: | -0.06 |
| Omega: | 3.98 |
| Rho: | 0.06 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.8000 |
| Low: | 1.6900 |
| Previous Close: | 1.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.95% | ||
|---|---|---|---|
| 1 Month | -22.94% | ||
| 3 Months | +1.14% | ||
| YTD | +13.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7800 | 1.5800 |
|---|---|---|
| 1M High / 1M Low: | 2.4200 | 1.5800 |
| 6M High / 6M Low: | 2.7800 | 1.3600 |
| High (YTD): | 6/6/2024 | 2.7800 |
| Low (YTD): | 1/5/2024 | 1.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9787 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0511 | |
| Avg. volume 6M: | 6.6142 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.95% | |
| Volatility 6M: | 115.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
