UC WAR. CALL 12/24 NDX1/ DE000HD68PU7 /
| 2024-07-23 9:46:59 AM | Chg.-0.0100 | Bid11:09:30 AM | Ask11:09:30 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | -1.54% | 0.6100 Bid Size: 45,000 |
0.6300 Ask Size: 45,000 |
NORDEX SE O.N. | 17.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD68PU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-06-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.41 |
| Parity: | -3.42 |
| Time value: | 0.94 |
| Break-even: | 17.94 |
| Moneyness: | 0.80 |
| Premium: | 0.32 |
| Premium p.a.: | 0.99 |
| Spread abs.: | 0.33 |
| Spread %: | 54.10% |
| Delta: | 0.34 |
| Theta: | -0.01 |
| Omega: | 4.98 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.6500 |
| Low: | 0.6400 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.75% | ||
|---|---|---|---|
| 1 Month | +60.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6500 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.6500 | 0.2400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4386 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 260.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
