UC WAR. CALL 12/24 NEF/ DE000HD6L9H0 /
| 12/07/2024 09:01:10 | Chg.0.0000 | Bid09:27:55 | Ask09:27:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0700EUR | 0.00% | 2.0600 Bid Size: 10,000 |
2.0800 Ask Size: 10,000 |
Neste Corporation | 16.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD6L9H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.11 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.38 |
| Parity: | 0.66 |
| Time value: | 1.62 |
| Break-even: | 18.28 |
| Moneyness: | 1.04 |
| Premium: | 0.10 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.12 |
| Spread %: | 5.56% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 4.63 |
| Rho: | 0.04 |
Quote data
| Open: | 2.0700 |
|---|---|
| High: | 2.0700 |
| Low: | 2.0700 |
| Previous Close: | 2.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.11% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9200 | 2.0700 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
