UC WAR. CALL 12/24 NDX1/ DE000HC80PH1 /
| 2024-08-26 7:46:38 PM | Chg.-0.0400 | Bid8:00:21 PM | Ask8:00:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | -11.43% | 0.2800 Bid Size: 10,000 |
0.3300 Ask Size: 10,000 |
NORDEX SE O.N. | 18.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC80PH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-13 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 35.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.42 |
| Parity: | -4.16 |
| Time value: | 0.39 |
| Break-even: | 18.39 |
| Moneyness: | 0.77 |
| Premium: | 0.33 |
| Premium p.a.: | 1.48 |
| Spread abs.: | 0.08 |
| Spread %: | 25.81% |
| Delta: | 0.21 |
| Theta: | 0.00 |
| Omega: | 7.46 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.3100 |
| Low: | 0.3100 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.89% | ||
|---|---|---|---|
| 1 Month | -39.22% | ||
| 3 Months | -63.95% | ||
| YTD | +3.33% | ||
| 1 Year | -66.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.1600 |
| 6M High / 6M Low: | 1.3400 | 0.0880 |
| High (YTD): | 2024-05-14 | 1.3400 |
| Low (YTD): | 2024-02-23 | 0.0820 |
| 52W High: | 2024-05-14 | 1.3400 |
| 52W Low: | 2024-02-23 | 0.0820 |
| Avg. price 1W: | 0.3420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4863 | |
| Avg. volume 6M: | 157.4803 | |
| Avg. price 1Y: | 0.4607 | |
| Avg. volume 1Y: | 121.4646 | |
| Volatility 1M: | 396.66% | |
| Volatility 6M: | 314.30% | |
| Volatility 1Y: | 292.13% | |
| Volatility 3Y: | - |
