UC WAR. CALL 06/24 NEM/ DE000HD15ZN2 /
| 2024-05-22 7:46:22 PM | Chg.+0.0390 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +54.93% | 0.0700 Bid Size: 10,000 |
0.3400 Ask Size: 10,000 |
NEMETSCHEK SE O.N. | 95.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD15ZN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-12-07 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 69.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.30 |
| Parity: | -0.43 |
| Time value: | 0.13 |
| Break-even: | 96.30 |
| Moneyness: | 0.96 |
| Premium: | 0.06 |
| Premium p.a.: | 1.17 |
| Spread abs.: | 0.07 |
| Spread %: | 116.67% |
| Delta: | 0.30 |
| Theta: | -0.05 |
| Omega: | 21.15 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0710 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0710 |
| Previous Close: | 0.0710 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +74.60% | ||
|---|---|---|---|
| 1 Month | +92.98% | ||
| 3 Months | -76.09% | ||
| YTD | -65.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0550 |
|---|---|---|
| 1M High / 1M Low: | 0.1100 | 0.0010 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-02-08 | 0.6600 |
| Low (YTD): | 2024-05-02 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0710 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0510 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 9,657.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
