UC WAR. CALL 12/24 NEF/ DE000HD7WZK2 /
| 04/10/2024 19:46:51 | Chg.+0.1500 | Bid20:00:00 | Ask20:00:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | +22.39% | 0.8000 Bid Size: 4,000 |
0.8700 Ask Size: 4,000 |
Neste Corporation | 19.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | HD7WZK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 14/08/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.39 |
| Parity: | -2.16 |
| Time value: | 0.75 |
| Break-even: | 19.75 |
| Moneyness: | 0.89 |
| Premium: | 0.17 |
| Premium p.a.: | 1.17 |
| Spread abs.: | 0.12 |
| Spread %: | 19.05% |
| Delta: | 0.34 |
| Theta: | -0.01 |
| Omega: | 7.67 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.8200 |
| Low: | 0.6500 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.15% | ||
|---|---|---|---|
| 1 Month | -51.76% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7000 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 1.7000 | 0.5000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7736 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 246.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
