UC WAR. CALL 06/26 NKE/ DE000HD5ALL0 /
11/10/2024 21:40:30 | Chg.-0.0200 | Bid21:55:46 | Ask21:55:46 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5500EUR | -1.27% | 1.5300 Bid Size: 45,000 |
1.5800 Ask Size: 45,000 |
NIKE INC. B | 76.00 - | 17/06/2026 | Call |
Master data
WKN: | HD5ALL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NIKE INC. B |
Type: | Warrant |
Option type: | Call |
Strike price: | 76.00 - |
Maturity: | 17/06/2026 |
Issue date: | 06/05/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.78 |
Leverage: | Yes |
Calculated values
Fair value: | 1.33 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.31 |
Parity: | -0.09 |
Time value: | 1.57 |
Break-even: | 91.70 |
Moneyness: | 0.99 |
Premium: | 0.22 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.01 |
Spread %: | 0.64% |
Delta: | 0.63 |
Theta: | -0.01 |
Omega: | 3.01 |
Rho: | 0.53 |
Quote data
Open: | 1.5300 |
---|---|
High: | 1.5500 |
Low: | 1.5300 |
Previous Close: | 1.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.27% | ||
---|---|---|---|
1 Month | +9.93% | ||
3 Months | +30.25% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6100 | 1.4600 |
---|---|---|
1M High / 1M Low: | 2.0400 | 1.4100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.6773 | |
Avg. volume 1M: | 9.0909 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 120.03% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |