UC WAR. CALL 01/25 VNX/ DE000HD4K976 /
| 2024-07-05 9:41:48 PM | Chg.+0.0200 | Bid9:58:23 PM | Ask9:58:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | +4.26% | 0.4700 Bid Size: 8,000 |
0.5000 Ask Size: 8,000 |
NXP Semiconductors N... | 380.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD4K97 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 380.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-04-11 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 51.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.30 |
| Parity: | -12.40 |
| Time value: | 0.50 |
| Break-even: | 385.00 |
| Moneyness: | 0.67 |
| Premium: | 0.50 |
| Premium p.a.: | 1.16 |
| Spread abs.: | 0.03 |
| Spread %: | 6.38% |
| Delta: | 0.14 |
| Theta: | -0.05 |
| Omega: | 7.26 |
| Rho: | 0.17 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4700 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.95% | ||
|---|---|---|---|
| 1 Month | -10.91% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.3800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
