UC WAR. CALL 03/25 NEM/ DE000HD40200 /
| 23/01/2025 13:46:31 | Chg.-0.0200 | Bid15:30:15 | Ask15:30:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4700EUR | -1.34% | 1.4600 Bid Size: 35,000 |
1.4800 Ask Size: 35,000 |
NEMETSCHEK SE O.N. | 100.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4020 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NEMETSCHEK SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 21/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 1.30 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.30 |
| Parity: | 1.30 |
| Time value: | 0.21 |
| Break-even: | 115.10 |
| Moneyness: | 1.13 |
| Premium: | 0.02 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.09 |
| Spread %: | 6.34% |
| Delta: | 0.82 |
| Theta: | -0.04 |
| Omega: | 6.17 |
| Rho: | 0.12 |
Quote data
| Open: | 1.3700 |
|---|---|
| High: | 1.4900 |
| Low: | 1.3700 |
| Previous Close: | 1.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +177.36% | ||
|---|---|---|---|
| 1 Month | +276.92% | ||
| 3 Months | +61.54% | ||
| YTD | +276.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.4900 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 1.4900 | 0.3500 |
| 6M High / 6M Low: | 1.4900 | 0.3500 |
| High (YTD): | 22/01/2025 | 1.4900 |
| Low (YTD): | 14/01/2025 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5872 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6430 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 482.06% | |
| Volatility 6M: | 254.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |