UniCredit Call 11 NDX1 18.09.2024
/ DE000HC9Z5G3
UniCredit Call 11 NDX1 18.09.2024/ DE000HC9Z5G3 /
26/08/2024 15:49:56 |
Chg.+0.010 |
Bid26/08/2024 |
Ask26/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+1.03% |
0.980 Bid Size: 40,000 |
- Ask Size: - |
NORDEX SE O.N. |
11.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HC9Z5G |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 - |
Maturity: |
18/09/2024 |
Issue date: |
17/10/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
13.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.87 |
Intrinsic value: |
2.84 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
2.84 |
Time value: |
-1.85 |
Break-even: |
11.99 |
Moneyness: |
1.26 |
Premium: |
-0.13 |
Premium p.a.: |
-0.90 |
Spread abs.: |
0.03 |
Spread %: |
3.13% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.970 |
High: |
0.980 |
Low: |
0.970 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.03% |
1 Month |
|
|
+5.38% |
3 Months |
|
|
+15.29% |
YTD |
|
|
+113.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.960 |
1M High / 1M Low: |
0.970 |
0.750 |
6M High / 6M Low: |
0.970 |
0.310 |
High (YTD): |
23/08/2024 |
0.970 |
Low (YTD): |
19/01/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.914 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.744 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.90% |
Volatility 6M: |
|
91.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |