UC WAR. CALL 06/25 NEF/ DE000HD6L9L2 /
| 18/10/2024 21:45:09 | Chg.-0.1900 | Bid21:59:13 | Ask21:59:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6300EUR | -23.17% | 0.5600 Bid Size: 6,000 |
0.6700 Ask Size: 6,000 |
Neste Corporation | 22.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD6L9L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 26/06/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.40 |
| Parity: | -6.71 |
| Time value: | 0.67 |
| Break-even: | 22.67 |
| Moneyness: | 0.70 |
| Premium: | 0.48 |
| Premium p.a.: | 0.81 |
| Spread abs.: | 0.11 |
| Spread %: | 19.64% |
| Delta: | 0.24 |
| Theta: | 0.00 |
| Omega: | 5.38 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6300 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.20% | ||
|---|---|---|---|
| 1 Month | -30.00% | ||
| 3 Months | -52.27% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1000 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.6300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9209 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.20% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
