UC WAR. CALL 03/25 NDX1/ DE000HD401W3 /
| 10/2/2024 9:45:48 PM | Chg.-0.0600 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | -17.65% | 0.2300 Bid Size: 10,000 |
0.3200 Ask Size: 10,000 |
NORDEX SE O.N. | 20.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD401W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/21/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 35.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.41 |
| Parity: | -6.50 |
| Time value: | 0.38 |
| Break-even: | 20.38 |
| Moneyness: | 0.68 |
| Premium: | 0.51 |
| Premium p.a.: | 1.45 |
| Spread abs.: | 0.09 |
| Spread %: | 31.03% |
| Delta: | 0.18 |
| Theta: | 0.00 |
| Omega: | 6.27 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.3200 |
| Low: | 0.2800 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.67% | ||
|---|---|---|---|
| 1 Month | -41.67% | ||
| 3 Months | +33.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.7100 | 0.3400 |
| 6M High / 6M Low: | 1.2600 | 0.2100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5277 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5457 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 201.96% | |
| Volatility 6M: | 194.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
