UC WAR. CALL 09/24 NDX1/ DE000HD1P492 /
| 2024-07-23 11:46:08 AM | Chg.-0.0100 | Bid12:55:45 PM | Ask12:55:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -3.70% | 0.2400 Bid Size: 45,000 |
0.2600 Ask Size: 45,000 |
NORDEX SE O.N. | 16.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD1P49 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-01-04 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 30.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.41 |
| Parity: | -2.42 |
| Time value: | 0.44 |
| Break-even: | 16.44 |
| Moneyness: | 0.85 |
| Premium: | 0.21 |
| Premium p.a.: | 2.40 |
| Spread abs.: | 0.33 |
| Spread %: | 300.00% |
| Delta: | 0.27 |
| Theta: | -0.01 |
| Omega: | 8.32 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2600 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.18% | ||
|---|---|---|---|
| 1 Month | +36.84% | ||
| 3 Months | -56.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.0270 |
| 6M High / 6M Low: | 1.3900 | 0.0270 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1686 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4347 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 695.19% | |
| Volatility 6M: | 347.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
