UC WAR. CALL 12/24 NDX1/ DE000HD337R9 /
| 10/3/2024 3:45:42 PM | Chg.-0.0200 | Bid4:19:10 PM | Ask4:19:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | -2.50% | 0.7900 Bid Size: 35,000 |
0.8100 Ask Size: 35,000 |
NORDEX SE O.N. | 14.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD337R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/27/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.41 |
| Parity: | -1.04 |
| Time value: | 0.86 |
| Break-even: | 14.86 |
| Moneyness: | 0.93 |
| Premium: | 0.15 |
| Premium p.a.: | 0.93 |
| Spread abs.: | 0.09 |
| Spread %: | 11.69% |
| Delta: | 0.43 |
| Theta: | -0.01 |
| Omega: | 6.49 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7600 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.65% | ||
|---|---|---|---|
| 1 Month | -48.00% | ||
| 3 Months | -8.24% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 2.2600 | 0.8000 |
| 6M High / 6M Low: | 2.9800 | 0.7100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6081 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 219.27% | |
| Volatility 6M: | 167.78% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
