UC WAR. CALL 12/24 NDX1/ DE000HD337R9 /
| 2024-11-05 9:46:42 AM | Chg.-0.2000 | Bid10:05:39 AM | Ask10:05:39 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | -22.22% | 0.6900 Bid Size: 40,000 |
0.7100 Ask Size: 40,000 |
NORDEX SE O.N. | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD337R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.40 |
| Parity: | -0.34 |
| Time value: | 0.96 |
| Break-even: | 14.96 |
| Moneyness: | 0.98 |
| Premium: | 0.10 |
| Premium p.a.: | 1.16 |
| Spread abs.: | 0.10 |
| Spread %: | 11.63% |
| Delta: | 0.50 |
| Theta: | -0.01 |
| Omega: | 7.09 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7000 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.53% | ||
|---|---|---|---|
| 1 Month | -30.69% | ||
| 3 Months | -26.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.6800 |
| 6M High / 6M Low: | 2.9800 | 0.6800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8848 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4934 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 191.74% | |
| Volatility 6M: | 179.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
