UC WAR. CALL 12/24 NESR/ DE000HC9M3W0 /
| 2024-09-05 5:45:53 PM | Chg.-0.0070 | Bid7:09:41 PM | Ask7:09:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0540EUR | -11.48% | 0.0390 Bid Size: 35,000 |
0.0670 Ask Size: 35,000 |
NESTLE N | 100.00 CHF | 2024-12-18 | Call |
Master data
| WKN: | HC9M3W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NESTLE N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 CHF |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 78.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.20 |
| Parity: | -1.20 |
| Time value: | 0.12 |
| Break-even: | 107.79 |
| Moneyness: | 0.89 |
| Premium: | 0.14 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.11 |
| Spread %: | 1,100.00% |
| Delta: | 0.20 |
| Theta: | -0.02 |
| Omega: | 15.72 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0460 |
|---|---|
| High: | 0.0540 |
| Low: | 0.0460 |
| Previous Close: | 0.0610 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.15% | ||
|---|---|---|---|
| 1 Month | -28.95% | ||
| 3 Months | -87.44% | ||
| YTD | -88.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0820 | 0.0610 |
|---|---|---|
| 1M High / 1M Low: | 0.1000 | 0.0610 |
| 6M High / 6M Low: | 0.4300 | 0.0610 |
| High (YTD): | 2024-02-05 | 0.5800 |
| Low (YTD): | 2024-09-04 | 0.0610 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0738 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0743 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2132 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.64% | |
| Volatility 6M: | 194.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
