UC WAR. CALL 12/24 NEM/ DE000HC7WW54 /
04/09/2024 09:45:47 | Chg.-0.1000 | Bid11:39:47 | Ask11:39:47 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3900EUR | -4.02% | 2.4000 Bid Size: 25,000 |
2.4300 Ask Size: 25,000 |
NEMETSCHEK SE O.N. | 70.00 - | 18/12/2024 | Call |
Master data
WKN: | HC7WW5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NEMETSCHEK SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 18/12/2024 |
Issue date: | 06/07/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.69 |
Leverage: | Yes |
Calculated values
Fair value: | 2.42 |
---|---|
Intrinsic value: | 2.34 |
Implied volatility: | 0.48 |
Historic volatility: | 0.30 |
Parity: | 2.34 |
Time value: | 0.20 |
Break-even: | 95.30 |
Moneyness: | 1.33 |
Premium: | 0.02 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.14 |
Spread %: | 5.86% |
Delta: | 0.90 |
Theta: | -0.03 |
Omega: | 3.33 |
Rho: | 0.17 |
Quote data
Open: | 2.2100 |
---|---|
High: | 2.3900 |
Low: | 2.2100 |
Previous Close: | 2.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.42% | ||
---|---|---|---|
1 Month | +25.79% | ||
3 Months | +16.02% | ||
YTD | +36.57% | ||
1 Year | +115.32% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6200 | 2.3800 |
---|---|---|
1M High / 1M Low: | 2.6200 | 1.8000 |
6M High / 6M Low: | 2.9400 | 1.5600 |
High (YTD): | 06/06/2024 | 2.9400 |
Low (YTD): | 04/01/2024 | 1.4300 |
52W High: | 06/06/2024 | 2.9400 |
52W Low: | 26/09/2023 | 0.7100 |
Avg. price 1W: | 2.5220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.2155 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2352 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.9215 | |
Avg. volume 1Y: | 6.4844 | |
Volatility 1M: | 64.25% | |
Volatility 6M: | 102.77% | |
Volatility 1Y: | 101.77% | |
Volatility 3Y: | - |