UC WAR. CALL 09/24 NDX1/ DE000HD21GX9 /
| 23/08/2024 21:45:17 | Chg.+0.0800 | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1200EUR | +7.69% | 1.0900 Bid Size: 3,000 |
1.1700 Ask Size: 3,000 |
NORDEX SE O.N. | 13.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD21GX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.12 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.42 |
| Parity: | 0.84 |
| Time value: | 0.33 |
| Break-even: | 14.17 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.08 |
| Spread %: | 7.34% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 8.59 |
| Rho: | 0.01 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 1.1800 |
| Low: | 0.9700 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.44% | ||
|---|---|---|---|
| 1 Month | -17.65% | ||
| 3 Months | -50.88% | ||
| 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: | 1.1777 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3875 | |
| Avg. volume 6M: | .1575 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 288.86% | |
| Volatility 6M: | 225.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
