UniCredit Call 115 NVDA 18.09.2024
/ DE000HD5R614
UniCredit Call 115 NVDA 18.09.202.../ DE000HD5R614 /
| 9/13/2024 7:36:10 PM |
Chg.-1.100 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.760EUR |
-18.77% |
4.780
Bid Size: 14,000 |
4.870
Ask Size: 14,000 |
NVIDIA Corporation |
115.00 USD |
9/18/2024 |
Call |
Master data
| WKN: |
HD5R61 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NVIDIA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
9/18/2024 |
| Issue date: |
5/21/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.46 |
| Parity: |
3.70 |
| Time value: |
1.18 |
| Break-even: |
108.71 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.09 |
| Spread %: |
1.88% |
| Delta: |
0.73 |
| Theta: |
-0.28 |
| Omega: |
16.04 |
| Rho: |
0.01 |
Quote data
| Open: |
4.960 |
| High: |
5.410 |
| Low: |
4.410 |
| Previous Close: |
5.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+325.00% |
| 1 Month |
|
|
-51.28% |
| 3 Months |
|
|
-78.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.860 |
0.760 |
| 1M High / 1M Low: |
16.250 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,481.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
