UC DIS.CERT. 09/24 CALL NDX1
/ DE000HD4HVC6
UC DIS.CERT. 09/24 CALL NDX1/ DE000HD4HVC6 /
| 26/08/2024 09:46:18 |
Chg.-0.0100 |
Bid09:52:23 |
Ask09:52:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.4900EUR |
-2.00% |
0.4900
Bid Size: 40,000 |
0.5000
Ask Size: 40,000 |
NORDEX SE O.N. |
13.50 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD4HVC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 - |
| Maturity: |
18/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
26.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.42 |
| Parity: |
0.34 |
| Time value: |
0.19 |
| Break-even: |
14.03 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
18.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.4800 |
| High: |
0.4900 |
| Low: |
0.4800 |
| Previous Close: |
0.5000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-19.67% |
| 3 Months |
|
|
-18.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.5400 |
0.4800 |
| 1M High / 1M Low: |
0.6200 |
0.2800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.5000 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.4914 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
