UC WAR. CALL 06/25 NEF/ DE000HD6L9L2 /
| 2024-06-28 9:46:13 PM | Chg.-0.0500 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | -3.73% | 1.2100 Bid Size: 3,000 |
1.3300 Ask Size: 3,000 |
Neste Corporation | 22.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6L9L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.38 |
| Parity: | -5.38 |
| Time value: | 1.33 |
| Break-even: | 23.33 |
| Moneyness: | 0.76 |
| Premium: | 0.40 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.12 |
| Spread %: | 9.92% |
| Delta: | 0.35 |
| Theta: | 0.00 |
| Omega: | 4.40 |
| Rho: | 0.04 |
Quote data
| Open: | 1.3400 |
|---|---|
| High: | 1.4300 |
| Low: | 1.2900 |
| Previous Close: | 1.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
