UC WAR. CALL 06/25 NDX1/ DE000HD1P4A7 /
| 02/10/2024 21:46:17 | Chg.-0.3600 | Bid21:59:19 | Ask21:59:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7100EUR | -11.73% | 2.6700 Bid Size: 3,000 |
2.7600 Ask Size: 3,000 |
NORDEX SE O.N. | 12.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1P4A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 04/01/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.77 |
|---|---|
| Intrinsic value: | 1.50 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.41 |
| Parity: | 1.50 |
| Time value: | 1.63 |
| Break-even: | 15.13 |
| Moneyness: | 1.13 |
| Premium: | 0.12 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.09 |
| Spread %: | 2.96% |
| Delta: | 0.71 |
| Theta: | 0.00 |
| Omega: | 3.05 |
| Rho: | 0.05 |
Quote data
| Open: | 3.0400 |
|---|---|
| High: | 3.0400 |
| Low: | 2.6800 |
| Previous Close: | 3.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.76% | ||
|---|---|---|---|
| 1 Month | -27.15% | ||
| 3 Months | +30.92% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7000 | 3.0700 |
|---|---|---|
| 1M High / 1M Low: | 4.5300 | 3.0700 |
| 6M High / 6M Low: | 4.9500 | 2.0700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7959 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4332 | |
| Avg. volume 6M: | 3.9231 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.32% | |
| Volatility 6M: | 103.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
