UC WAR. CALL 12/24 NDX1/ DE000HD337R9 /
| 2024-11-04 9:45:30 PM | Chg.+0.1700 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | +23.29% | 0.8600 Bid Size: 4,000 |
0.9600 Ask Size: 4,000 |
NORDEX SE O.N. | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD337R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.40 |
| Parity: | -0.75 |
| Time value: | 0.79 |
| Break-even: | 14.79 |
| Moneyness: | 0.95 |
| Premium: | 0.12 |
| Premium p.a.: | 1.49 |
| Spread abs.: | 0.09 |
| Spread %: | 12.86% |
| Delta: | 0.44 |
| Theta: | -0.01 |
| Omega: | 7.39 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7200 |
|---|---|
| High: | 0.9000 |
| Low: | 0.7200 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.64% | ||
|---|---|---|---|
| 1 Month | -10.89% | ||
| 3 Months | -23.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1200 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.6800 |
| 6M High / 6M Low: | 2.9800 | 0.6800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4980 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.38% | |
| Volatility 6M: | 177.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
