UC WAR. CALL 01/25 VNX/ DE000HD4K976 /
| 8/16/2024 7:42:22 PM | Chg.-0.0100 | Bid8:01:18 PM | Ask8:01:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | -6.25% | 0.1500 Bid Size: 15,000 |
0.1800 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: | 134.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.33 |
| Parity: | -15.10 |
| Time value: | 0.17 |
| Break-even: | 381.70 |
| Moneyness: | 0.60 |
| Premium: | 0.67 |
| Premium p.a.: | 2.41 |
| Spread abs.: | 0.03 |
| Spread %: | 21.43% |
| Delta: | 0.06 |
| Theta: | -0.03 |
| Omega: | 8.68 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0500 |
|---|---|
| High: | 0.1500 |
| Low: | 0.0500 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.14% | ||
|---|---|---|---|
| 1 Month | -77.94% | ||
| 3 Months | -73.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.6800 | 0.1000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2717 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 399.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
