UC WAR. CALL 09/24 NDX1/ DE000HD71AA5 /
| 2024-08-26 3:46:49 PM | Chg.-0.0200 | Bid4:01:31 PM | Ask4:01:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | -12.50% | 0.1300 Bid Size: 40,000 |
0.1500 Ask Size: 40,000 |
NORDEX SE O.N. | 15.50 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD71AA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.50 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-07-09 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 65.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.42 |
| Parity: | -1.66 |
| Time value: | 0.21 |
| Break-even: | 15.71 |
| Moneyness: | 0.89 |
| Premium: | 0.14 |
| Premium p.a.: | 6.47 |
| Spread abs.: | 0.08 |
| Spread %: | 61.54% |
| Delta: | 0.22 |
| Theta: | -0.01 |
| Omega: | 14.26 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1100 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.32% | ||
|---|---|---|---|
| 1 Month | -68.89% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.0800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2324 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 533.80% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
