UC WAR. CALL 12/24 NESR/ DE000HC7UQ62 /
2024-09-05 5:46:16 PM | Chg.+0.0150 | Bid7:13:24 PM | Ask2024-09-05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0160EUR | +1500.00% | 0.0160 Bid Size: 35,000 |
- Ask Size: 125,000 |
NESTLE N | 105.00 CHF | 2024-12-18 | Call |
Master data
WKN: | HC7UQ6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NESTLE N |
Type: | Warrant |
Option type: | Call |
Strike price: | 105.00 CHF |
Maturity: | 2024-12-18 |
Issue date: | 2023-07-03 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 255.73 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.20 |
Parity: | -1.73 |
Time value: | 0.04 |
Break-even: | 112.29 |
Moneyness: | 0.85 |
Premium: | 0.19 |
Premium p.a.: | 0.82 |
Spread abs.: | 0.04 |
Spread %: | 3,600.00% |
Delta: | 0.08 |
Theta: | -0.01 |
Omega: | 21.00 |
Rho: | 0.02 |
Quote data
Open: | 0.0120 |
---|---|
High: | 0.0280 |
Low: | 0.0120 |
Previous Close: | 0.0010 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -58.97% | ||
---|---|---|---|
1 Month | -60.98% | ||
3 Months | -93.60% | ||
YTD | -94.29% | ||
1 Year | -97.78% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0390 | 0.0010 |
---|---|---|
1M High / 1M Low: | 0.0510 | 0.0010 |
6M High / 6M Low: | 0.2600 | 0.0010 |
High (YTD): | 2024-02-05 | 0.3700 |
Low (YTD): | 2024-09-04 | 0.0010 |
52W High: | 2023-09-21 | 0.9200 |
52W Low: | 2024-09-04 | 0.0010 |
Avg. price 1W: | 0.0292 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0363 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1207 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2755 | |
Avg. volume 1Y: | 7.8125 | |
Volatility 1M: | 361.46% | |
Volatility 6M: | 4,155.39% | |
Volatility 1Y: | 2,945.65% | |
Volatility 3Y: | - |