UC WAR. CALL 09/24 NESR/ DE000HD7TP23 /
| 2024-09-04 9:46:23 PM | Chg.-0.0060 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0200EUR | -23.08% | 0.0100 Bid Size: 10,000 |
0.1200 Ask Size: 10,000 |
NESTLE N | 94.00 CHF | 2024-09-18 | Call |
Master data
| WKN: | HD7TP2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NESTLE N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 94.00 CHF |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-08-12 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 241.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.20 |
| Parity: | -0.35 |
| Time value: | 0.04 |
| Break-even: | 100.50 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 1.79 |
| Spread abs.: | 0.03 |
| Spread %: | 263.64% |
| Delta: | 0.20 |
| Theta: | -0.04 |
| Omega: | 47.30 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0320 |
| Low: | 0.0200 |
| Previous Close: | 0.0260 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.08% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0370 | 0.0250 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0298 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
