UC WAR. CALL 12/24 NESR/ DE000HD31CF4 /
2024-10-08 9:46:01 PM | Chg.+0.0090 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0900EUR | +11.11% | 0.0800 Bid Size: 20,000 |
0.1100 Ask Size: 20,000 |
NESTLE N | 90.00 CHF | 2024-12-18 | Call |
Master data
WKN: | HD31CF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NESTLE N |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 CHF |
Maturity: | 2024-12-18 |
Issue date: | 2024-02-26 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 98.13 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.20 |
Parity: | -0.77 |
Time value: | 0.09 |
Break-even: | 96.89 |
Moneyness: | 0.92 |
Premium: | 0.10 |
Premium p.a.: | 0.61 |
Spread abs.: | 0.03 |
Spread %: | 42.86% |
Delta: | 0.21 |
Theta: | -0.02 |
Omega: | 20.52 |
Rho: | 0.03 |
Quote data
Open: | 0.0500 |
---|---|
High: | 0.0900 |
Low: | 0.0500 |
Previous Close: | 0.0810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.18% | ||
---|---|---|---|
1 Month | -66.67% | ||
3 Months | -85.25% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1100 | 0.0810 |
---|---|---|
1M High / 1M Low: | 0.2700 | 0.0730 |
6M High / 6M Low: | 1.0700 | 0.0730 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0958 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1454 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5319 | |
Avg. volume 6M: | 96.6308 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 223.71% | |
Volatility 6M: | 177.58% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |