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UniCredit Call 110 NEM 18.12.2024/  DE000HC7L3W3  /

Frankfurt Zert./HVB
2024-07-26  4:39:03 PM Chg.+0.010 Bid5:35:12 PM Ask5:35:12 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.120
Bid Size: 15,000		 0.150
Ask Size: 15,000		 NEMETSCHEK SE O.N. 110.00 - 2024-12-18 Call
 

Master data

WKN: HC7L3W
Issuer: UniCredit
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-18
Issue date: 2023-06-22
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.03
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -2.40
Time value: 0.20
Break-even: 112.00
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.94
Spread abs.: 0.15
Spread %: 300.00%
Delta: 0.20
Theta: -0.02
Omega: 8.45
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -63.89%
3 Months
  -27.78%
YTD
  -62.86%
1 Year
  -58.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.120
1M High / 1M Low: 0.410 0.120
6M High / 6M Low: 0.640 0.080
High (YTD): 2024-02-09 0.640
Low (YTD): 2024-05-02 0.080
52W High: 2024-02-09 0.640
52W Low: 2024-05-02 0.080
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   3.937
Avg. price 1Y:   0.318
Avg. volume 1Y:   3.906
Volatility 1M:   243.52%
Volatility 6M:   308.21%
Volatility 1Y:   245.24%
Volatility 3Y:   -