UC WAR. CALL 12/24 NEM/ DE000HC9FE14 /
| 2024-09-13 9:46:20 PM | Chg.-0.0500 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0300EUR | -1.62% | 2.9900 Bid Size: 3,000 |
3.1200 Ask Size: 3,000 |
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: | 2.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.99 |
|---|---|
| Intrinsic value: | 2.94 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.30 |
| Parity: | 2.94 |
| Time value: | 0.19 |
| Break-even: | 91.20 |
| Moneyness: | 1.49 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.13 |
| Spread %: | 4.35% |
| Delta: | 0.92 |
| Theta: | -0.03 |
| Omega: | 2.62 |
| Rho: | 0.13 |
Quote data
| Open: | 3.0000 |
|---|---|
| High: | 3.0300 |
| Low: | 2.9500 |
| Previous Close: | 3.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.69% | ||
|---|---|---|---|
| 1 Month | -2.57% | ||
| 3 Months | -9.28% | ||
| YTD | +25.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0800 | 2.9500 |
|---|---|---|
| 1M High / 1M Low: | 3.5900 | 2.8400 |
| 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: | 3.0220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1818 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0939 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.88% | |
| Volatility 6M: | 77.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
