UC WAR. CALL 12/25 NMM/ DE000HD78BE0 /
| 09/10/2024 09:41:26 | Chg.-0.0100 | Bid11:11:03 | Ask11:11:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | -7.14% | 0.1200 Bid Size: 50,000 |
0.1500 Ask Size: 50,000 |
Newmont Corporation | 90.00 USD | 17/12/2025 | Call |
Master data
| WKN: | HD78BE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Newmont Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 USD |
| Maturity: | 17/12/2025 |
| Issue date: | 22/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 32.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.31 |
| Parity: | -3.39 |
| Time value: | 0.15 |
| Break-even: | 83.50 |
| Moneyness: | 0.59 |
| Premium: | 0.74 |
| Premium p.a.: | 0.59 |
| Spread abs.: | 0.01 |
| Spread %: | 7.14% |
| Delta: | 0.17 |
| Theta: | -0.01 |
| Omega: | 5.34 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.75% | ||
|---|---|---|---|
| 1 Month | -7.14% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.1400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1595 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.53% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
