UC WAR. CALL 03/25 NDX1/ DE000HD401W3 /
| 04/11/2024 09:46:45 | Chg.+0.0100 | Bid10:35:32 | Ask10:35:32 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | +4.55% | 0.2500 Bid Size: 35,000 |
0.2700 Ask Size: 35,000 |
NORDEX SE O.N. | 20.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD401W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 21/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 38.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.40 |
| Parity: | -6.75 |
| Time value: | 0.34 |
| Break-even: | 20.34 |
| Moneyness: | 0.66 |
| Premium: | 0.54 |
| Premium p.a.: | 2.19 |
| Spread abs.: | 0.19 |
| Spread %: | 126.67% |
| Delta: | 0.16 |
| Theta: | 0.00 |
| Omega: | 6.34 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.2300 |
| Low: | 0.1600 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.29% | ||
|---|---|---|---|
| 1 Month | -28.13% | ||
| 3 Months | -30.30% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2000 |
| 6M High / 6M Low: | 1.2600 | 0.2000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2905 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5048 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.71% | |
| Volatility 6M: | 200.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
