UC WAR. CALL 09/24 NEM/ DE000HC9DAN6 /
| 2024-05-24 5:46:11 PM | Chg.0.0000 | Bid7:12:35 PM | Ask7:12:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4500EUR | 0.00% | 1.4400 Bid Size: 6,000 |
1.4700 Ask Size: 6,000 |
NEMETSCHEK SE O.N. | 80.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DAN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 1.23 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.29 |
| Parity: | 1.23 |
| Time value: | 0.23 |
| Break-even: | 94.60 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.07 |
| Spread %: | 5.04% |
| Delta: | 0.85 |
| Theta: | -0.02 |
| Omega: | 5.35 |
| Rho: | 0.20 |
Quote data
| Open: | 1.4600 |
|---|---|
| High: | 1.4800 |
| Low: | 1.4400 |
| Previous Close: | 1.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.32% | ||
|---|---|---|---|
| 1 Month | +59.34% | ||
| 3 Months | 0.00% | ||
| YTD | +40.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4500 | 1.1300 |
|---|---|---|
| 1M High / 1M Low: | 1.4500 | 0.7100 |
| 6M High / 6M Low: | 1.7000 | 0.7100 |
| High (YTD): | 2024-03-27 | 1.7000 |
| Low (YTD): | 2024-05-02 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0229 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1878 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.66% | |
| Volatility 6M: | 140.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
