UC WAR. CALL 12/24 NDX1/ DE000HC7L3Q5 /
| 2024-08-23 9:46:42 PM | Chg.+0.0900 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6300EUR | +3.54% | 2.6100 Bid Size: 3,000 |
2.6900 Ask Size: 3,000 |
NORDEX SE O.N. | 12.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L3Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.44 |
|---|---|
| Intrinsic value: | 1.84 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.42 |
| Parity: | 1.84 |
| Time value: | 0.85 |
| Break-even: | 14.69 |
| Moneyness: | 1.15 |
| Premium: | 0.06 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.08 |
| Spread %: | 3.07% |
| Delta: | 0.75 |
| Theta: | -0.01 |
| Omega: | 3.85 |
| Rho: | 0.02 |
Quote data
| Open: | 2.4800 |
|---|---|
| High: | 2.7000 |
| Low: | 2.4800 |
| Previous Close: | 2.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.38% | ||
|---|---|---|---|
| 1 Month | -2.23% | ||
| 3 Months | -24.21% | ||
| YTD | +77.70% | ||
| 1 Year | +2.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6700 | 2.5100 |
|---|---|---|
| 1M High / 1M Low: | 3.0200 | 1.8200 |
| 6M High / 6M Low: | 4.2600 | 0.8600 |
| High (YTD): | 2024-05-14 | 4.2600 |
| Low (YTD): | 2024-02-23 | 0.8400 |
| 52W High: | 2024-05-14 | 4.2600 |
| 52W Low: | 2024-02-23 | 0.8400 |
| Avg. price 1W: | 2.5740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5641 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4705 | |
| Avg. volume 6M: | 236.2205 | |
| Avg. price 1Y: | 2.0647 | |
| Avg. volume 1Y: | 149.0196 | |
| Volatility 1M: | 155.47% | |
| Volatility 6M: | 145.95% | |
| Volatility 1Y: | 141.91% | |
| Volatility 3Y: | - |
