UC WAR. CALL 01/26 NKE/ DE000HD5ALC9 /
| 2024-11-14 9:42:05 PM | Chg.-0.0400 | Bid9:56:02 PM | Ask9:56:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | -3.60% | 1.0500 Bid Size: 50,000 |
1.0600 Ask Size: 50,000 |
NIKE INC. B | 76.00 - | 2026-01-14 | Call |
Master data
| WKN: | HD5ALC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NIKE INC. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 76.00 - |
| Maturity: | 2026-01-14 |
| Issue date: | 2024-05-06 |
| Last trading day: | 2026-01-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.31 |
| Parity: | -0.36 |
| Time value: | 1.11 |
| Break-even: | 87.10 |
| Moneyness: | 0.95 |
| Premium: | 0.20 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.01 |
| Spread %: | 0.91% |
| Delta: | 0.57 |
| Theta: | -0.02 |
| Omega: | 3.70 |
| Rho: | 0.35 |
Quote data
| Open: | 1.0700 |
|---|---|
| High: | 1.1000 |
| Low: | 1.0700 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.94% | ||
|---|---|---|---|
| 1 Month | -21.32% | ||
| 3 Months | -20.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1100 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 1.5200 | 1.0300 |
| 6M High / 6M Low: | 2.7300 | 0.9300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2248 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5892 | |
| Avg. volume 6M: | 42.6288 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.76% | |
| Volatility 6M: | 116.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
