UniCredit Call 12.5 NDX1 18.09.2024
/ DE000HD4HVB8
UniCredit Call 12.5 NDX1 18.09.20.../ DE000HD4HVB8 /
8/26/2024 2:04:01 PM |
Chg.+0.020 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+2.47% |
0.830 Bid Size: 40,000 |
0.840 Ask Size: 40,000 |
NORDEX SE O.N. |
12.50 - |
9/18/2024 |
Call |
Master data
WKN: |
HD4HVB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 - |
Maturity: |
9/18/2024 |
Issue date: |
4/10/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
16.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.34 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
1.34 |
Time value: |
-0.49 |
Break-even: |
13.35 |
Moneyness: |
1.11 |
Premium: |
-0.04 |
Premium p.a.: |
-0.44 |
Spread abs.: |
0.04 |
Spread %: |
4.94% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.820 |
High: |
0.830 |
Low: |
0.820 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.47% |
1 Month |
|
|
+6.41% |
3 Months |
|
|
+15.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.760 |
1M High / 1M Low: |
0.810 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.712 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |