UC WAR. CALL 12/24 D7G/ DE000HD21MY5 /
| 2024-07-31 9:46:03 PM | Chg.0.0000 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | 0.00% | 0.0800 Bid Size: 70,000 |
0.1600 Ask Size: 70,000 |
Nel ASA | 5.7679 NOK | 2024-12-18 | Call |
Master data
| WKN: | HD21MY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Nel ASA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.77 NOK |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.04 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 1.13 |
| Historic volatility: | 0.75 |
| Parity: | 0.03 |
| Time value: | 0.13 |
| Break-even: | 0.64 |
| Moneyness: | 1.06 |
| Premium: | 0.25 |
| Premium p.a.: | 0.77 |
| Spread abs.: | 0.08 |
| Spread %: | 100.00% |
| Delta: | 0.67 |
| Theta: | 0.00 |
| Omega: | 2.25 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1200 |
| Low: | 0.1100 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.09% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +48.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.1100 |
| 6M High / 6M Low: | 0.2800 | 0.0620 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1291 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1147 | |
| Avg. volume 6M: | 20.6349 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.47% | |
| Volatility 6M: | 162.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
