UniCredit Call 10.5 NDX1 18.12.2024
/ DE000HD19UT2
UniCredit Call 10.5 NDX1 18.12.20.../ DE000HD19UT2 /
| 23/07/2024 13:30:46 |
Chg.0.000 |
Bid16:04:17 |
Ask16:04:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
0.00% |
0.780
Bid Size: 45,000 |
0.790
Ask Size: 45,000 |
NORDEX SE O.N. |
10.50 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD19UT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
18/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
17/12/2024 |
| 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: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.90% |
| 1 Month |
|
|
+15.94% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.730 |
| 1M High / 1M Low: |
0.800 |
0.600 |
| 6M High / 6M Low: |
0.820 |
0.380 |
| High (YTD): |
05/06/2024 |
0.820 |
| Low (YTD): |
19/01/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.653 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.38% |
| Volatility 6M: |
|
72.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
