UC WAR. CALL 12/24 NEF/ DE000HD5S869 /
| 13/09/2024 15:46:44 | Chg.+0.0300 | Bid17:23:44 | Ask17:23:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | +4.62% | 0.7200 Bid Size: 30,000 |
0.7400 Ask Size: 30,000 |
Neste Corporation | 18.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD5S86 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 22/05/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.39 |
| Parity: | -2.42 |
| Time value: | 0.86 |
| Break-even: | 18.86 |
| Moneyness: | 0.87 |
| Premium: | 0.21 |
| Premium p.a.: | 1.07 |
| Spread abs.: | 0.44 |
| Spread %: | 104.76% |
| Delta: | 0.35 |
| Theta: | -0.01 |
| Omega: | 6.41 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.6800 |
| Low: | 0.5600 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -59.52% | ||
|---|---|---|---|
| 1 Month | -71.67% | ||
| 3 Months | -68.95% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6800 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 4.0900 | 0.6500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5578 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
