UC WAR. CALL 12/24 NEM/ DE000HC7WW54 /
| 05/07/2024 21:46:39 | Chg.+0.1700 | Bid21:59:40 | Ask21:59:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7700EUR | +6.54% | 2.7100 Bid Size: 3,000 |
2.8500 Ask Size: 3,000 |
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: | 3.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.66 |
|---|---|
| Intrinsic value: | 2.51 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.30 |
| Parity: | 2.51 |
| Time value: | 0.34 |
| Break-even: | 98.50 |
| Moneyness: | 1.36 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.14 |
| Spread %: | 5.17% |
| Delta: | 0.87 |
| Theta: | -0.02 |
| Omega: | 2.92 |
| Rho: | 0.25 |
Quote data
| Open: | 2.6000 |
|---|---|
| High: | 2.7900 |
| Low: | 2.6000 |
| Previous Close: | 2.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.63% | ||
|---|---|---|---|
| 1 Month | -5.78% | ||
| 3 Months | +16.39% | ||
| YTD | +58.29% | ||
| 1 Year | +188.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7700 | 2.5200 |
|---|---|---|
| 1M High / 1M Low: | 2.9400 | 2.2100 |
| 6M High / 6M Low: | 2.9400 | 1.4800 |
| 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: | 2.6340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5768 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1902 | |
| Avg. volume 6M: | 9.2913 | |
| Avg. price 1Y: | 1.7391 | |
| Avg. volume 1Y: | 9.2188 | |
| Volatility 1M: | 80.29% | |
| Volatility 6M: | 109.17% | |
| Volatility 1Y: | 99.92% | |
| Volatility 3Y: | - |
