UC WAR. CALL 09/24 NDX1/ DE000HD21GX9 /
| 2024-08-26 7:46:08 PM | Chg.-0.0500 | Bid9:04:12 PM | Ask9:04:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | -4.46% | 1.0300 Bid Size: 3,000 |
1.0800 Ask Size: 3,000 |
NORDEX SE O.N. | 13.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD21GX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.42 |
| Parity: | 0.84 |
| Time value: | 0.33 |
| Break-even: | 14.17 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.08 |
| Spread %: | 7.34% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 8.58 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0900 |
| Low: | 1.0400 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.30% | ||
|---|---|---|---|
| 1 Month | -35.15% | ||
| 3 Months | -53.07% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2200 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.6500 | 0.6400 |
| 6M High / 6M Low: | 3.0700 | 0.4100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1690 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3875 | |
| Avg. volume 6M: | .1575 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 286.19% | |
| Volatility 6M: | 225.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
