UC WAR. CALL 12/25 NEM/ DE000HD6XMR5 /
| 2024-09-02 9:46:39 AM | Chg.-0.0500 | Bid9:46:40 AM | Ask9:46:40 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3100EUR | -3.68% | 1.3000 Bid Size: 40,000 |
1.3100 Ask Size: 40,000 |
NEMETSCHEK SE O.N. | 100.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD6XMR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-07-04 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.30 |
| Parity: | -0.58 |
| Time value: | 1.40 |
| Break-even: | 114.00 |
| Moneyness: | 0.94 |
| Premium: | 0.21 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.07 |
| Spread %: | 5.26% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 3.80 |
| Rho: | 0.51 |
Quote data
| Open: | 1.3100 |
|---|---|
| High: | 1.3100 |
| Low: | 1.3100 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.96% | ||
|---|---|---|---|
| 1 Month | +22.43% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3600 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.9900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1462 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
