UC WAR. CALL 12/24 NEM/ DE000HC9FE14 /
12/07/2024 21:46:43 | Chg.+0.1100 | Bid21:59:40 | Ask21:59:40 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.5300EUR | +3.22% | 3.4800 Bid Size: 3,000 |
3.6200 Ask Size: 3,000 |
NEMETSCHEK SE O.N. | 60.00 - | 18/12/2024 | Call |
Master data
WKN: | HC9FE1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NEMETSCHEK SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 18/12/2024 |
Issue date: | 26/09/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.58 |
Leverage: | Yes |
Calculated values
Fair value: | 3.45 |
---|---|
Intrinsic value: | 3.35 |
Implied volatility: | 0.60 |
Historic volatility: | 0.30 |
Parity: | 3.35 |
Time value: | 0.27 |
Break-even: | 96.20 |
Moneyness: | 1.56 |
Premium: | 0.03 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.14 |
Spread %: | 4.02% |
Delta: | 0.91 |
Theta: | -0.02 |
Omega: | 2.36 |
Rho: | 0.21 |
Quote data
Open: | 3.3600 |
---|---|
High: | 3.5300 |
Low: | 3.3600 |
Previous Close: | 3.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.02% | ||
---|---|---|---|
1 Month | +1.15% | ||
3 Months | +26.98% | ||
YTD | +46.47% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6300 | 3.3300 |
---|---|---|
1M High / 1M Low: | 3.6400 | 3.0900 |
6M High / 6M Low: | 3.8200 | 2.2300 |
High (YTD): | 06/06/2024 | 3.8200 |
Low (YTD): | 05/01/2024 | 2.0200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.4500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.4173 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.0557 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 64.48% | |
Volatility 6M: | 84.85% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |