UC WAR. CALL 09/24 NEM/ DE000HD0B8F4 /
| 7/4/2024 9:45:51 PM | Chg.0.0000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | 0.00% | 0.0700 Bid Size: 10,000 |
0.1400 Ask Size: 10,000 |
NEMETSCHEK SE O.N. | 110.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0B8F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/1/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.30 |
| Parity: | -1.64 |
| Time value: | 0.29 |
| Break-even: | 112.90 |
| Moneyness: | 0.85 |
| Premium: | 0.21 |
| Premium p.a.: | 1.46 |
| Spread abs.: | 0.28 |
| Spread %: | 2,800.00% |
| Delta: | 0.27 |
| Theta: | -0.04 |
| Omega: | 8.61 |
| Rho: | 0.05 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1100 |
| Low: | 0.1100 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.33% | ||
|---|---|---|---|
| 1 Month | +10.00% | ||
| 3 Months | -38.89% | ||
| YTD | -50.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0900 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0900 |
| 6M High / 6M Low: | 0.4400 | 0.0010 |
| High (YTD): | 2/8/2024 | 0.4400 |
| Low (YTD): | 5/31/2024 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1355 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1694 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 469.29% | |
| Volatility 6M: | 2,951.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
