UC WAR. CALL 06/25 NEF/ DE000HD6L9J6 /
| 13/09/2024 21:46:04 | Chg.+0.1400 | Bid21:48:03 | Ask21:48:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5500EUR | +5.81% | 2.5200 Bid Size: 3,000 |
2.5900 Ask Size: 3,000 |
Neste Corporation | 15.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD6L9J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 26/06/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.56 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.39 |
| Parity: | 0.59 |
| Time value: | 2.20 |
| Break-even: | 17.78 |
| Moneyness: | 1.04 |
| Premium: | 0.14 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.44 |
| Spread %: | 18.80% |
| Delta: | 0.64 |
| Theta: | 0.00 |
| Omega: | 3.59 |
| Rho: | 0.05 |
Quote data
| Open: | 2.3100 |
|---|---|
| High: | 2.5500 |
| Low: | 2.3100 |
| Previous Close: | 2.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.80% | ||
|---|---|---|---|
| 1 Month | -48.90% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1000 | 2.4100 |
|---|---|---|
| 1M High / 1M Low: | 7.0900 | 2.4100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.3700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.1591 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.77% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
