UC WAR. CALL 06/24 NEM/ DE000HD15ZN2 /
| 2024-05-24 5:45:29 PM | Chg.0.0000 | Bid7:31:51 PM | Ask7:31:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | 0.00% | 0.1000 Bid Size: 15,000 |
0.1300 Ask Size: 15,000 |
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: | 61.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.29 |
| Parity: | -0.27 |
| Time value: | 0.15 |
| Break-even: | 96.50 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 0.87 |
| Spread abs.: | 0.07 |
| Spread %: | 87.50% |
| Delta: | 0.36 |
| Theta: | -0.05 |
| Omega: | 22.35 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +118.18% | ||
|---|---|---|---|
| 1 Month | +64.38% | ||
| 3 Months | -73.91% | ||
| YTD | -62.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0550 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 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: | 0.0824 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0540 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 9,660.29% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
