UC WAR. CALL 12/24 NEM/ DE000HC7Q4F1 /
| 7/5/2024 9:47:00 PM | Chg.+0.1100 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2300EUR | +9.82% | 1.2100 Bid Size: 4,000 |
1.2800 Ask Size: 4,000 |
NEMETSCHEK SE O.N. | 90.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7Q4F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/27/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.00 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.30 |
| Parity: | 0.33 |
| Time value: | 0.84 |
| Break-even: | 101.60 |
| Moneyness: | 1.04 |
| Premium: | 0.09 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.07 |
| Spread %: | 6.42% |
| Delta: | 0.63 |
| Theta: | -0.03 |
| Omega: | 5.07 |
| Rho: | 0.21 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.2300 |
| Low: | 1.1200 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.82% | ||
|---|---|---|---|
| 1 Month | -12.77% | ||
| 3 Months | +16.04% | ||
| YTD | +46.43% | ||
| 1 Year | +173.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.4100 | 0.9000 |
| 6M High / 6M Low: | 1.4100 | 0.5300 |
| High (YTD): | 6/6/2024 | 1.4100 |
| Low (YTD): | 5/2/2024 | 0.5300 |
| 52W High: | 6/6/2024 | 1.4100 |
| 52W Low: | 9/26/2023 | 0.3300 |
| Avg. price 1W: | 1.1300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1327 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9745 | |
| Avg. volume 6M: | 1.4016 | |
| Avg. price 1Y: | 0.8068 | |
| Avg. volume 1Y: | 8.8047 | |
| Volatility 1M: | 115.67% | |
| Volatility 6M: | 164.12% | |
| Volatility 1Y: | 141.28% | |
| Volatility 3Y: | - |
