UC WAR. CALL 06/26 NKE/ DE000HD6L5S5 /
9/17/2024 9:41:57 PM | Chg.+0.0300 | Bid9/17/2024 | Ask9/17/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3500EUR | +9.38% | 0.3400 Bid Size: 60,000 |
0.3500 Ask Size: 60,000 |
NIKE INC. B | 124.00 - | 6/17/2026 | Call |
Master data
WKN: | HD6L5S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NIKE INC. B |
Type: | Warrant |
Option type: | Call |
Strike price: | 124.00 - |
Maturity: | 6/17/2026 |
Issue date: | 6/26/2024 |
Last trading day: | 6/16/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.30 |
Parity: | -5.23 |
Time value: | 0.36 |
Break-even: | 127.60 |
Moneyness: | 0.58 |
Premium: | 0.78 |
Premium p.a.: | 0.39 |
Spread abs.: | 0.04 |
Spread %: | 12.50% |
Delta: | 0.22 |
Theta: | -0.01 |
Omega: | 4.44 |
Rho: | 0.22 |
Quote data
Open: | 0.2900 |
---|---|
High: | 0.3500 |
Low: | 0.2900 |
Previous Close: | 0.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.67% | ||
---|---|---|---|
1 Month | -22.22% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3500 | 0.3000 |
---|---|---|
1M High / 1M Low: | 0.4400 | 0.3000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3718 | |
Avg. volume 1M: | 272.7273 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 88.42% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |