UniCredit Call 11 NDX1 18.09.2024
/ DE000HD337Q1
UniCredit Call 11 NDX1 18.09.2024/ DE000HD337Q1 /
| 7/25/2024 1:29:05 PM |
Chg.+0.100 |
Bid9:52:39 PM |
Ask7/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
+3.64% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
11.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD337Q |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
2/27/2024 |
| Last trading day: |
7/25/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.42 |
| Parity: |
2.84 |
| Time value: |
0.09 |
| Break-even: |
13.93 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
4.27% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
0.01 |
Quote data
| Open: |
2.930 |
| High: |
2.970 |
| Low: |
2.850 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-24.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.850 |
2.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
