UC WAR. CALL 12/24 NEF/ DE000HD5S869 /
| 2024-10-11 9:47:17 AM | Chg.+0.0900 | Bid11:05:28 AM | Ask11:05:28 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0100EUR | +9.78% | 1.0000 Bid Size: 25,000 |
1.0200 Ask Size: 25,000 |
Neste Corporation | 18.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD5S86 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-05-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.39 |
| Parity: | -1.24 |
| Time value: | 1.01 |
| Break-even: | 19.01 |
| Moneyness: | 0.93 |
| Premium: | 0.13 |
| Premium p.a.: | 0.96 |
| Spread abs.: | 0.12 |
| Spread %: | 13.48% |
| Delta: | 0.43 |
| Theta: | -0.01 |
| Omega: | 7.06 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 1.0100 |
| Low: | 0.8000 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.40% | ||
|---|---|---|---|
| 1 Month | +23.17% | ||
| 3 Months | -21.71% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1400 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 1.1400 | 0.6500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8605 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 207.21% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
