UC WAR. CALL 12/24 NEM/ DE000HC9FE14 /
| 2024-07-29 5:45:56 PM | Chg.-0.0200 | Bid5:58:29 PM | Ask5:58:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8100EUR | -0.71% | 2.7600 Bid Size: 6,000 |
2.8200 Ask Size: 6,000 |
NEMETSCHEK SE O.N. | 60.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC9FE1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.73 |
|---|---|
| Intrinsic value: | 2.64 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.30 |
| Parity: | 2.64 |
| Time value: | 0.29 |
| Break-even: | 89.30 |
| Moneyness: | 1.44 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.13 |
| Spread %: | 4.64% |
| Delta: | 0.89 |
| Theta: | -0.03 |
| Omega: | 2.62 |
| Rho: | 0.18 |
Quote data
| Open: | 2.8100 |
|---|---|
| High: | 2.8800 |
| Low: | 2.8100 |
| Previous Close: | 2.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.51% | ||
|---|---|---|---|
| 1 Month | -19.25% | ||
| 3 Months | +10.20% | ||
| YTD | +16.60% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3000 | 2.8200 |
|---|---|---|
| 1M High / 1M Low: | 3.6400 | 2.8200 |
| 6M High / 6M Low: | 3.8200 | 2.3100 |
| High (YTD): | 2024-06-06 | 3.8200 |
| Low (YTD): | 2024-01-05 | 2.0200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3205 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0942 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 69.41% | |
| Volatility 6M: | 81.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
