UC WAR. CALL 03/25 NDX1/ DE000HD401U7 /
| 11/4/2024 9:45:40 PM | Chg.+0.1400 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1800EUR | +13.46% | 1.1500 Bid Size: 4,000 |
1.2500 Ask Size: 4,000 |
NORDEX SE O.N. | 15.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD401U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/21/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.70 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.40 |
| Parity: | -1.75 |
| Time value: | 1.10 |
| Break-even: | 16.10 |
| Moneyness: | 0.88 |
| Premium: | 0.22 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.09 |
| Spread %: | 8.91% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 5.10 |
| Rho: | 0.02 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.1800 |
| Low: | 1.0400 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.31% | ||
|---|---|---|---|
| 1 Month | -4.84% | ||
| 3 Months | -7.81% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4100 | 0.9900 |
|---|---|---|
| 1M High / 1M Low: | 1.4100 | 0.9500 |
| 6M High / 6M Low: | 2.9300 | 0.7900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1514 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6031 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 134.39% | |
| Volatility 6M: | 149.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
