UC WAR. CALL 09/24 NDX1/ DE000HD76LK0 /
2024-08-26 3:46:22 PM | Chg.-0.0200 | Bid4:21:02 PM | Ask4:21:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0900EUR | -18.18% | 0.0800 Bid Size: 40,000 |
0.1200 Ask Size: 40,000 |
NORDEX SE O.N. | 16.50 EUR | 2024-09-18 | Call |
Master data
WKN: | HD76LK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NORDEX SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.50 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2024-07-18 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 69.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.67 |
Historic volatility: | 0.42 |
Parity: | -2.66 |
Time value: | 0.20 |
Break-even: | 16.70 |
Moneyness: | 0.84 |
Premium: | 0.21 |
Premium p.a.: | 18.71 |
Spread abs.: | 0.17 |
Spread %: | 566.67% |
Delta: | 0.17 |
Theta: | -0.01 |
Omega: | 11.93 |
Rho: | 0.00 |
Quote data
Open: | 0.0400 |
---|---|
High: | 0.0900 |
Low: | 0.0400 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.18% | ||
---|---|---|---|
1 Month | -64.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1300 | 0.0800 |
---|---|---|
1M High / 1M Low: | 0.2500 | 0.0130 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1243 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,434.64% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |