UC WAR. CALL 12/24 NDX1/ DE000HC7L3Q5 /
| 9/20/2024 11:45:31 AM | Chg.- | Bid1:18:10 PM | Ask9/20/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6500EUR | - | 3.7500 Bid Size: 15,000 |
- Ask Size: 15,000 |
NORDEX SE O.N. | 12.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7L3Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 9/20/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.95 |
|---|---|
| Intrinsic value: | 1.50 |
| Implied volatility: | 1.26 |
| Historic volatility: | 0.41 |
| Parity: | 1.50 |
| Time value: | 2.24 |
| Break-even: | 15.74 |
| Moneyness: | 1.13 |
| Premium: | 0.17 |
| Premium p.a.: | 1.07 |
| Spread abs.: | 0.17 |
| Spread %: | 4.76% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 2.50 |
| Rho: | 0.01 |
Quote data
| Open: | 3.6100 |
|---|---|
| High: | 3.8700 |
| Low: | 3.6100 |
| Previous Close: | 3.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +24.15% | ||
| 3 Months | +162.59% | ||
| YTD | +146.62% | ||
| 1 Year | +52.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.6500 | 2.5100 |
| 6M High / 6M Low: | 4.2600 | 1.3900 |
| High (YTD): | 5/14/2024 | 4.2600 |
| Low (YTD): | 2/23/2024 | 0.8400 |
| 52W High: | 5/14/2024 | 4.2600 |
| 52W Low: | 2/23/2024 | 0.8400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.1013 | |
| Avg. volume 1M: | 666.6667 | |
| Avg. price 6M: | 2.6882 | |
| Avg. volume 6M: | 243.9024 | |
| Avg. price 1Y: | 2.0988 | |
| Avg. volume 1Y: | 232.9317 | |
| Volatility 1M: | 144.12% | |
| Volatility 6M: | 129.88% | |
| Volatility 1Y: | 142.66% | |
| Volatility 3Y: | - |
