UC WAR. CALL 06/25 NEF/ DE000HD6L9L2 /
| 9/18/2024 3:46:44 PM | Chg.-0.1000 | Bid3:57:19 PM | Ask3:57:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7400EUR | -11.90% | 0.7300 Bid Size: 30,000 |
0.7500 Ask Size: 30,000 |
Neste Corporation | 22.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6L9L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.39 |
| Parity: | -5.74 |
| Time value: | 0.89 |
| Break-even: | 22.89 |
| Moneyness: | 0.74 |
| Premium: | 0.41 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.11 |
| Spread %: | 14.10% |
| Delta: | 0.29 |
| Theta: | 0.00 |
| Omega: | 5.21 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8500 |
| Low: | 0.7400 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.23% | ||
|---|---|---|---|
| 1 Month | -64.93% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 2.8000 | 0.7100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7041 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.46% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
