UC WAR. CALL 12/24 NEF/ DE000HD6L9H0 /
| 8/8/2024 9:45:49 PM | Chg.+0.4000 | Bid9:55:11 PM | Ask9:55:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1600EUR | +14.49% | 3.1500 Bid Size: 1,000 |
3.4600 Ask Size: 1,000 |
Neste Corporation | 16.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD6L9H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.88 |
|---|---|
| Intrinsic value: | 2.06 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.37 |
| Parity: | 2.06 |
| Time value: | 0.70 |
| Break-even: | 18.76 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.12 |
| Spread %: | 4.55% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 5.11 |
| Rho: | 0.04 |
Quote data
| Open: | 2.8700 |
|---|---|
| High: | 3.1600 |
| Low: | 2.6800 |
| Previous Close: | 2.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.36% | ||
|---|---|---|---|
| 1 Month | +20.61% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2700 | 2.5000 |
|---|---|---|
| 1M High / 1M Low: | 3.7000 | 2.0700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7291 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.07% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
