UC WAR. CALL 12/24 NEF/ DE000HD6EZX5 /
| 08/08/2024 21:45:40 | Chg.+0.3100 | Bid21:59:36 | Ask21:59:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5100EUR | +14.09% | 2.5000 Bid Size: 2,000 |
3.0200 Ask Size: 2,000 |
Neste Corporation | 17.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD6EZX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 19/06/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.25 |
|---|---|
| Intrinsic value: | 1.06 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.37 |
| Parity: | 1.06 |
| Time value: | 1.13 |
| Break-even: | 19.19 |
| Moneyness: | 1.06 |
| Premium: | 0.06 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.12 |
| Spread %: | 5.80% |
| Delta: | 0.67 |
| Theta: | -0.01 |
| Omega: | 5.56 |
| Rho: | 0.04 |
Quote data
| Open: | 2.2700 |
|---|---|
| High: | 2.5100 |
| Low: | 2.1100 |
| Previous Close: | 2.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.28% | ||
|---|---|---|---|
| 1 Month | +18.40% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6500 | 1.9900 |
|---|---|---|
| 1M High / 1M Low: | 3.0500 | 1.6300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1865 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 182.20% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
