UC WAR. CALL 09/24 NEM/ DE000HC9DAP1 /
| 2024-05-24 5:45:47 PM | Chg.-0.0100 | Bid5:59:41 PM | Ask5:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3200EUR | -3.03% | 0.3100 Bid Size: 15,000 |
0.3400 Ask Size: 15,000 |
NEMETSCHEK SE O.N. | 100.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DAP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.29 |
| Parity: | -0.77 |
| Time value: | 0.35 |
| Break-even: | 103.50 |
| Moneyness: | 0.92 |
| Premium: | 0.12 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.07 |
| Spread %: | 25.00% |
| Delta: | 0.37 |
| Theta: | -0.03 |
| Omega: | 9.73 |
| Rho: | 0.10 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.3200 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +60.00% | ||
|---|---|---|---|
| 1 Month | +68.42% | ||
| 3 Months | -39.62% | ||
| YTD | -15.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.0930 |
| 6M High / 6M Low: | 0.7200 | 0.0930 |
| High (YTD): | 2024-02-08 | 0.7200 |
| Low (YTD): | 2024-05-02 | 0.0930 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1930 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3875 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 315.81% | |
| Volatility 6M: | 220.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
