UC WAR. CALL 06/25 NDX1/ DE000HD1P4A7 /
10/2/2024 9:46:17 PM | Chg.-0.3600 | Bid9:59:19 PM | Ask9:59:19 PM | 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 - | 6/18/2025 | Call |
Master data
WKN: | HD1P4A |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NORDEX SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 6/18/2025 |
Issue date: | 1/4/2024 |
Last trading day: | 6/17/2025 |
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: | - |