UniCredit Call 11.5 NDX1 18.09.2024
/ DE000HD4HVA0
UniCredit Call 11.5 NDX1 18.09.20.../ DE000HD4HVA0 /
8/26/2024 7:22:07 PM |
Chg.0.000 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
0.00% |
0.950 Bid Size: 12,000 |
0.980 Ask Size: 12,000 |
NORDEX SE O.N. |
11.50 - |
9/18/2024 |
Call |
Master data
WKN: |
HD4HVA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 - |
Maturity: |
9/18/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
13.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
2.34 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
2.34 |
Time value: |
-1.35 |
Break-even: |
12.49 |
Moneyness: |
1.20 |
Premium: |
-0.10 |
Premium p.a.: |
-0.80 |
Spread abs.: |
0.04 |
Spread %: |
4.21% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.950 |
High: |
0.960 |
Low: |
0.950 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.06% |
1 Month |
|
|
+6.74% |
3 Months |
|
|
+15.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.920 |
1M High / 1M Low: |
0.950 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.868 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |