UniCredit Call 10.5 NDX1 18.09.2024
/ DE000HD19US4
UniCredit Call 10.5 NDX1 18.09.20.../ DE000HD19US4 /
8/23/2024 7:40:48 PM |
Chg.0.000 |
Bid9:20:25 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
0.00% |
0.990 Bid Size: 40,000 |
- Ask Size: - |
NORDEX SE O.N. |
10.50 - |
9/18/2024 |
Call |
Master data
WKN: |
HD19US |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 - |
Maturity: |
9/18/2024 |
Issue date: |
12/12/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
14.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.37 |
Intrinsic value: |
3.34 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
3.34 |
Time value: |
-2.37 |
Break-even: |
11.47 |
Moneyness: |
1.32 |
Premium: |
-0.17 |
Premium p.a.: |
-0.94 |
Spread abs.: |
0.01 |
Spread %: |
1.04% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.970 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.11% |
3 Months |
|
|
+8.99% |
YTD |
|
|
+86.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.970 |
1M High / 1M Low: |
0.970 |
0.840 |
6M High / 6M Low: |
0.970 |
0.370 |
High (YTD): |
8/23/2024 |
0.970 |
Low (YTD): |
1/19/2024 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.970 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.942 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.792 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.12% |
Volatility 6M: |
|
72.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |