UC WAR. CALL 12/24 NEM/ DE000HC7WW54 /
| 7/29/2024 1:47:11 PM | Chg.+0.0500 | Bid7/29/2024 | Ask7/29/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | +2.55% | 2.0100 Bid Size: 25,000 |
2.0200 Ask Size: 25,000 |
NEMETSCHEK SE O.N. | 70.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7WW5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/6/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.82 |
|---|---|
| Intrinsic value: | 1.64 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.30 |
| Parity: | 1.64 |
| Time value: | 0.37 |
| Break-even: | 90.10 |
| Moneyness: | 1.23 |
| Premium: | 0.04 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.07 |
| Spread %: | 3.61% |
| Delta: | 0.82 |
| Theta: | -0.03 |
| Omega: | 3.54 |
| Rho: | 0.20 |
Quote data
| Open: | 1.9400 |
|---|---|
| High: | 2.0100 |
| Low: | 1.9400 |
| Previous Close: | 1.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.06% | ||
|---|---|---|---|
| 1 Month | -21.18% | ||
| 3 Months | +14.86% | ||
| YTD | +14.86% | ||
| 1 Year | +63.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4200 | 1.9400 |
|---|---|---|
| 1M High / 1M Low: | 2.7700 | 1.9400 |
| 6M High / 6M Low: | 2.9400 | 1.5600 |
| High (YTD): | 6/6/2024 | 2.9400 |
| Low (YTD): | 1/4/2024 | 1.4300 |
| 52W High: | 6/6/2024 | 2.9400 |
| 52W Low: | 9/26/2023 | 0.7100 |
| Avg. price 1W: | 2.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4280 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2547 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8157 | |
| Avg. volume 1Y: | 6.7323 | |
| Volatility 1M: | 95.65% | |
| Volatility 6M: | 107.72% | |
| Volatility 1Y: | 101.30% | |
| Volatility 3Y: | - |
