UC WAR. CALL 12/24 NDX1/ DE000HC80PH1 /
8/26/2024 9:46:28 PM | Chg.-0.0400 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3100EUR | -11.43% | 0.2700 Bid Size: 10,000 |
0.3500 Ask Size: 10,000 |
NORDEX SE O.N. | 18.00 - | 12/18/2024 | Call |
Master data
WKN: | HC80PH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NORDEX SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.00 - |
Maturity: | 12/18/2024 |
Issue date: | 7/13/2023 |
Last trading day: | 12/17/2024 |
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): | 5/14/2024 | 1.3400 |
Low (YTD): | 2/23/2024 | 0.0820 |
52W High: | 5/14/2024 | 1.3400 |
52W Low: | 2/23/2024 | 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: | - |