UC WAR. CALL 12/24 NEM/ DE000HC7WW54 /
| 9/4/2024 9:45:47 AM | Chg.-0.1000 | Bid11:39:47 AM | Ask11:39:47 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3900EUR | -4.02% | 2.4000 Bid Size: 25,000 |
2.4300 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: | 3.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 2.34 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.30 |
| Parity: | 2.34 |
| Time value: | 0.20 |
| Break-even: | 95.30 |
| Moneyness: | 1.33 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.14 |
| Spread %: | 5.86% |
| Delta: | 0.90 |
| Theta: | -0.03 |
| Omega: | 3.33 |
| Rho: | 0.17 |
Quote data
| Open: | 2.2100 |
|---|---|
| High: | 2.3900 |
| Low: | 2.2100 |
| Previous Close: | 2.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.42% | ||
|---|---|---|---|
| 1 Month | +25.79% | ||
| 3 Months | +16.02% | ||
| YTD | +36.57% | ||
| 1 Year | +115.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6200 | 2.3800 |
|---|---|---|
| 1M High / 1M Low: | 2.6200 | 1.8000 |
| 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: | 2.5220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2155 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2352 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9215 | |
| Avg. volume 1Y: | 6.4844 | |
| Volatility 1M: | 64.25% | |
| Volatility 6M: | 102.77% | |
| Volatility 1Y: | 101.77% | |
| Volatility 3Y: | - |
