UC WAR. CALL 12/24 NDX1/ DE000HC80PH1 /
| 03/10/2024 11:46:44 | Chg.-0.0300 | Bid13:04:03 | Ask13:04:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | -18.75% | 0.1400 Bid Size: 40,000 |
0.1800 Ask Size: 40,000 |
NORDEX SE O.N. | 18.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC80PH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 13/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 51.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.41 |
| Parity: | -5.04 |
| Time value: | 0.25 |
| Break-even: | 18.25 |
| Moneyness: | 0.72 |
| Premium: | 0.41 |
| Premium p.a.: | 4.18 |
| Spread abs.: | 0.18 |
| Spread %: | 257.14% |
| Delta: | 0.15 |
| Theta: | -0.01 |
| Omega: | 7.86 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0400 |
|---|---|
| High: | 0.1300 |
| Low: | 0.0400 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -50.00% | ||
|---|---|---|---|
| 1 Month | -62.86% | ||
| 3 Months | -23.53% | ||
| YTD | -56.67% | ||
| 1 Year | -80.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2600 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.1600 |
| 6M High / 6M Low: | 1.3400 | 0.1600 |
| High (YTD): | 14/05/2024 | 1.3400 |
| Low (YTD): | 23/02/2024 | 0.0820 |
| 52W High: | 14/05/2024 | 1.3400 |
| 52W Low: | 23/02/2024 | 0.0820 |
| Avg. price 1W: | 0.2180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3659 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4898 | |
| Avg. volume 6M: | 153.8462 | |
| Avg. price 1Y: | 0.4124 | |
| Avg. volume 1Y: | 97.6563 | |
| Volatility 1M: | 295.58% | |
| Volatility 6M: | 264.22% | |
| Volatility 1Y: | 298.89% | |
| Volatility 3Y: | - |
