UC WAR. CALL 06/25 NEF/ DE000HD6L9J6 /
| 2/12/2025 9:46:15 AM | Chg.-0.0100 | Bid11:15:44 AM | Ask11:15:44 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | -2.27% | 0.4000 Bid Size: 30,000 |
0.4100 Ask Size: 30,000 |
Neste Corporation | 15.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6L9J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.40 |
| Parity: | -3.45 |
| Time value: | 0.47 |
| Break-even: | 15.47 |
| Moneyness: | 0.77 |
| Premium: | 0.34 |
| Premium p.a.: | 1.33 |
| Spread abs.: | 0.07 |
| Spread %: | 17.50% |
| Delta: | 0.25 |
| Theta: | 0.00 |
| Omega: | 6.25 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3400 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.31% | ||
|---|---|---|---|
| 1 Month | -44.16% | ||
| 3 Months | -60.19% | ||
| YTD | -33.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.4400 |
| 6M High / 6M Low: | 7.0900 | 0.4400 |
| High (YTD): | 1/7/2025 | 1.1000 |
| Low (YTD): | 2/11/2025 | 0.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7282 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2821 | |
| Avg. volume 6M: | 1.6535 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 133.84% | |
| Volatility 6M: | 154.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
