UC WAR. CALL 12/24 NEM/ DE000HC9FE14 /
09/08/2024 21:46:46 | Chg.+0.0300 | Bid21:59:36 | Ask21:59:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8700EUR | +1.06% | 2.8400 Bid Size: 3,000 |
2.9700 Ask Size: 3,000 |
NEMETSCHEK SE O.N. | 60.00 - | 18/12/2024 | Call |
Master data
WKN: | HC9FE1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NEMETSCHEK SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 18/12/2024 |
Issue date: | 26/09/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.93 |
Leverage: | Yes |
Calculated values
Fair value: | 2.78 |
---|---|
Intrinsic value: | 2.70 |
Implied volatility: | 0.61 |
Historic volatility: | 0.30 |
Parity: | 2.70 |
Time value: | 0.28 |
Break-even: | 89.70 |
Moneyness: | 1.45 |
Premium: | 0.03 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.13 |
Spread %: | 4.58% |
Delta: | 0.89 |
Theta: | -0.03 |
Omega: | 2.61 |
Rho: | 0.17 |
Quote data
Open: | 2.7700 |
---|---|
High: | 2.8900 |
Low: | 2.7700 |
Previous Close: | 2.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.87% | ||
---|---|---|---|
1 Month | -16.08% | ||
3 Months | +3.24% | ||
YTD | +19.09% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.8700 | 2.6200 |
---|---|---|
1M High / 1M Low: | 3.5300 | 2.6200 |
6M High / 6M Low: | 3.8200 | 2.3100 |
High (YTD): | 06/06/2024 | 3.8200 |
Low (YTD): | 05/01/2024 | 2.0200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.7940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0418 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.0783 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 70.46% | |
Volatility 6M: | 78.66% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |