UC WAR. CALL 01/25 VNX/ DE000HD4K976 /
7/30/2024 9:41:34 PM | Chg.-0.0200 | Bid9:55:36 PM | Ask9:55:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2200EUR | -8.33% | 0.2000 Bid Size: 15,000 |
0.2300 Ask Size: 15,000 |
NXP Semiconductors N... | 380.00 - | 1/15/2025 | Call |
Master data
WKN: | HD4K97 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NXP Semiconductors NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 380.00 - |
Maturity: | 1/15/2025 |
Issue date: | 4/11/2024 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 93.60 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.30 |
Parity: | -14.60 |
Time value: | 0.25 |
Break-even: | 382.50 |
Moneyness: | 0.62 |
Premium: | 0.63 |
Premium p.a.: | 1.89 |
Spread abs.: | 0.03 |
Spread %: | 13.64% |
Delta: | 0.09 |
Theta: | -0.03 |
Omega: | 7.99 |
Rho: | 0.08 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.2200 |
Low: | 0.1100 |
Previous Close: | 0.2400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.43% | ||
---|---|---|---|
1 Month | -48.84% | ||
3 Months | -57.69% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2800 | 0.2100 |
---|---|---|
1M High / 1M Low: | 0.6800 | 0.2100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4605 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 276.10% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |