UniCredit Call 11 NDX1 18.09.2024
/ DE000HC9Z5G3
UniCredit Call 11 NDX1 18.09.2024/ DE000HC9Z5G3 /
| 7/23/2024 3:47:05 PM |
Chg.-0.020 |
Bid4:13:30 PM |
Ask4:13:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-2.33% |
0.850
Bid Size: 45,000 |
0.860
Ask Size: 45,000 |
NORDEX SE O.N. |
11.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9Z5G |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
- |
| Historic volatility: |
0.41 |
| Parity: |
2.58 |
| Time value: |
-1.66 |
| Break-even: |
11.92 |
| Moneyness: |
1.23 |
| Premium: |
-0.12 |
| Premium p.a.: |
-0.57 |
| Spread abs.: |
0.07 |
| Spread %: |
8.24% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.840 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+21.74% |
| 3 Months |
|
|
+21.74% |
| YTD |
|
|
+82.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.770 |
| 1M High / 1M Low: |
0.860 |
0.540 |
| 6M High / 6M Low: |
0.880 |
0.300 |
| High (YTD): |
6/3/2024 |
0.880 |
| Low (YTD): |
1/19/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.41% |
| Volatility 6M: |
|
100.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
