UC WAR. CALL 12/24 NEM/ DE000HC7L3U7 /
| 2024-10-04 9:45:01 PM | Chg.+0.0700 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | +4.52% | 1.4900 Bid Size: 3,000 |
1.7700 Ask Size: 3,000 |
NEMETSCHEK SE O.N. | 80.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L3U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.48 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.30 |
| Parity: | 1.36 |
| Time value: | 0.41 |
| Break-even: | 97.70 |
| Moneyness: | 1.17 |
| Premium: | 0.04 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.28 |
| Spread %: | 18.79% |
| Delta: | 0.78 |
| Theta: | -0.05 |
| Omega: | 4.11 |
| Rho: | 0.11 |
Quote data
| Open: | 1.4700 |
|---|---|
| High: | 1.6200 |
| Low: | 1.4700 |
| Previous Close: | 1.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.52% | ||
|---|---|---|---|
| 1 Month | +45.95% | ||
| 3 Months | -15.63% | ||
| YTD | +32.79% | ||
| 1 Year | +134.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6300 | 1.5500 |
|---|---|---|
| 1M High / 1M Low: | 1.6900 | 1.1300 |
| 6M High / 6M Low: | 2.1200 | 0.9600 |
| High (YTD): | 2024-06-06 | 2.1200 |
| Low (YTD): | 2024-05-02 | 0.9600 |
| 52W High: | 2024-06-06 | 2.1200 |
| 52W Low: | 2023-10-09 | 0.6300 |
| Avg. price 1W: | 1.5820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3740 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4404 | |
| Avg. volume 6M: | .3876 | |
| Avg. price 1Y: | 1.3856 | |
| Avg. volume 1Y: | 4.3780 | |
| Volatility 1M: | 134.52% | |
| Volatility 6M: | 133.15% | |
| Volatility 1Y: | 125.01% | |
| Volatility 3Y: | - |
