UC WAR. CALL 12/24 NDX1/ DE000HC7L3R3 /
| 2024-11-04 9:45:45 PM | Chg.+0.1000 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | +23.26% | 0.5000 Bid Size: 8,000 |
0.6000 Ask Size: 8,000 |
NORDEX SE O.N. | 15.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L3R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.40 |
| Parity: | -1.75 |
| Time value: | 0.49 |
| Break-even: | 15.49 |
| Moneyness: | 0.88 |
| Premium: | 0.17 |
| Premium p.a.: | 2.65 |
| Spread abs.: | 0.09 |
| Spread %: | 22.50% |
| Delta: | 0.31 |
| Theta: | -0.01 |
| Omega: | 8.45 |
| Rho: | 0.00 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.5300 |
| Low: | 0.3600 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.19% | ||
|---|---|---|---|
| 1 Month | -19.70% | ||
| 3 Months | -38.37% | ||
| YTD | -22.06% | ||
| 1 Year | -43.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.7100 | 0.4100 |
| 6M High / 6M Low: | 2.4700 | 0.4100 |
| High (YTD): | 2024-05-14 | 2.4700 |
| Low (YTD): | 2024-02-23 | 0.3100 |
| 52W High: | 2024-05-14 | 2.4700 |
| 52W Low: | 2024-02-23 | 0.3100 |
| Avg. price 1W: | 0.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5538 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1015 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9425 | |
| Avg. volume 1Y: | 23.6220 | |
| Volatility 1M: | 187.90% | |
| Volatility 6M: | 194.89% | |
| Volatility 1Y: | 192.18% | |
| Volatility 3Y: | - |
