UniCredit Call 11.5 NDX1 18.12.2024
/ DE000HD4HVH5
UniCredit Call 11.5 NDX1 18.12.20.../ DE000HD4HVH5 /
| 04/11/2024 19:33:44 |
Chg.+0.050 |
Bid21:59:06 |
Ask21:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+6.76% |
0.770
Bid Size: 4,000 |
0.820
Ask Size: 4,000 |
NORDEX SE O.N. |
11.50 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD4HVH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
18/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
1.75 |
| Time value: |
-0.97 |
| Break-even: |
12.28 |
| Moneyness: |
1.15 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.47 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.720 |
| High: |
0.800 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.66% |
| 1 Month |
|
|
+6.76% |
| 3 Months |
|
|
+21.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.720 |
| 1M High / 1M Low: |
0.820 |
0.690 |
| 6M High / 6M Low: |
0.890 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.729 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.41% |
| Volatility 6M: |
|
65.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
