UC WAR. CALL 12/24 NEF/ DE000HD2NCR6 /
| 7/17/2024 11:45:10 AM | Chg.-0.0020 | Bid1:07:30 PM | Ask1:07:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0360EUR | -5.26% | 0.0310 Bid Size: 150,000 |
0.0360 Ask Size: 150,000 |
Neste Corporation | 25.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD2NCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/14/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.38 |
| Parity: | -0.80 |
| Time value: | 0.05 |
| Break-even: | 25.45 |
| Moneyness: | 0.68 |
| Premium: | 0.50 |
| Premium p.a.: | 1.62 |
| Spread abs.: | 0.02 |
| Spread %: | 114.29% |
| Delta: | 0.17 |
| Theta: | 0.00 |
| Omega: | 6.46 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0380 |
|---|---|
| High: | 0.0380 |
| Low: | 0.0360 |
| Previous Close: | 0.0380 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.13% | ||
|---|---|---|---|
| 1 Month | -18.18% | ||
| 3 Months | -91.22% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0380 | 0.0310 |
|---|---|---|
| 1M High / 1M Low: | 0.0480 | 0.0270 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0338 | |
| Avg. volume 1W: | 526.2000 | |
| Avg. price 1M: | 0.0380 | |
| Avg. volume 1M: | 119.5909 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 303.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
