UniCredit Call 10.5 NDX1 18.12.2024
/ DE000HD19UT2
UniCredit Call 10.5 NDX1 18.12.20.../ DE000HD19UT2 /
| 7/23/2024 4:00:35 PM |
Chg.-0.020 |
Bid4:07:20 PM |
Ask4:07:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.790
Bid Size: 45,000 |
0.800
Ask Size: 45,000 |
NORDEX SE O.N. |
10.50 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD19UT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
12/18/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
- |
| Historic volatility: |
0.41 |
| Parity: |
3.08 |
| Time value: |
-2.23 |
| Break-even: |
11.35 |
| Moneyness: |
1.29 |
| Premium: |
-0.16 |
| Premium p.a.: |
-0.36 |
| Spread abs.: |
0.07 |
| Spread %: |
8.97% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
+14.71% |
| 3 Months |
|
|
+11.43% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.740 |
| 1M High / 1M Low: |
0.800 |
0.600 |
| 6M High / 6M Low: |
0.820 |
0.380 |
| High (YTD): |
6/5/2024 |
0.820 |
| Low (YTD): |
1/19/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.653 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.85% |
| Volatility 6M: |
|
72.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
