UC WAR. PUT 03/25 NDX1/ DE000HD401X1 /
| 2024-11-04 9:46:14 PM | Chg.-0.0500 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | -8.06% | 0.5100 Bid Size: 8,000 |
0.6100 Ask Size: 8,000 |
NORDEX SE O.N. | 10.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD401X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 10.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -20.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.40 |
| Parity: | -3.25 |
| Time value: | 0.65 |
| Break-even: | 9.35 |
| Moneyness: | 0.75 |
| Premium: | 0.29 |
| Premium p.a.: | 1.01 |
| Spread abs.: | 0.09 |
| Spread %: | 16.07% |
| Delta: | -0.18 |
| Theta: | -0.01 |
| Omega: | -3.65 |
| Rho: | -0.01 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.5800 |
| Low: | 0.4700 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.79% | ||
|---|---|---|---|
| 1 Month | -9.52% | ||
| 3 Months | -29.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6400 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.6900 | 0.5400 |
| 6M High / 6M Low: | 1.1600 | 0.4600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6186 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7611 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.65% | |
| Volatility 6M: | 87.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
