UC WAR. CALL 12/24 NEF/ DE000HD2NCR6 /
| 8/16/2024 11:45:06 AM | Chg.-0.0030 | Bid12:04:08 PM | Ask12:04:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0510EUR | -5.56% | 0.0500 Bid Size: 125,000 |
0.0550 Ask Size: 125,000 |
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: | 34.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.37 |
| Parity: | -0.52 |
| Time value: | 0.06 |
| Break-even: | 25.58 |
| Moneyness: | 0.79 |
| Premium: | 0.29 |
| Premium p.a.: | 1.11 |
| Spread abs.: | 0.01 |
| Spread %: | 31.82% |
| Delta: | 0.23 |
| Theta: | -0.01 |
| Omega: | 7.75 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0430 |
|---|---|
| High: | 0.0510 |
| Low: | 0.0430 |
| Previous Close: | 0.0540 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +41.67% | ||
|---|---|---|---|
| 1 Month | +34.21% | ||
| 3 Months | -30.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0540 | 0.0350 |
|---|---|---|
| 1M High / 1M Low: | 0.0580 | 0.0300 |
| 6M High / 6M Low: | 0.5300 | 0.0270 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0426 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0407 | |
| Avg. volume 1M: | 114.3913 | |
| Avg. price 6M: | 0.1859 | |
| Avg. volume 6M: | 45.8031 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 276.58% | |
| Volatility 6M: | 224.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
