UC WAR. CALL 09/24 NVD/ DE000HD5R630 /
| 2024-09-13 9:41:49 PM | Chg.-0.8400 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3000EUR | -39.25% | 1.2400 Bid Size: 25,000 |
1.3300 Ask Size: 25,000 |
NVIDIA Corporation | 122.50 USD | 2024-09-18 | Call |
Master data
| WKN: | HD5R63 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NVIDIA Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 122.50 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-05-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 80.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.46 |
| Parity: | -3.07 |
| Time value: | 1.33 |
| Break-even: | 111.93 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 37.83 |
| Spread abs.: | 0.09 |
| Spread %: | 7.26% |
| Delta: | 0.33 |
| Theta: | -0.29 |
| Omega: | 26.63 |
| Rho: | 0.00 |
Quote data
| Open: | 1.6300 |
|---|---|
| High: | 1.7200 |
| Low: | 1.2400 |
| Previous Close: | 2.1400 |
| Turnover: | 2,298.9300 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +319.35% | ||
|---|---|---|---|
| 1 Month | -80.12% | ||
| 3 Months | -92.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1400 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 11.9000 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9060 | |
| Avg. volume 1W: | 438.8000 | |
| Avg. price 1M: | 5.6317 | |
| Avg. volume 1M: | 99.4783 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,130.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
