UniCredit Call 12 NDX1 18.09.2024
/ DE000HC9Z5H1
UniCredit Call 12 NDX1 18.09.2024/ DE000HC9Z5H1 /
| 7/23/2024 3:30:27 PM |
Chg.-0.030 |
Bid3:38:15 PM |
Ask3:38:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-4.00% |
0.710
Bid Size: 45,000 |
0.720
Ask Size: 45,000 |
NORDEX SE O.N. |
12.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9Z5H |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
- |
| Historic volatility: |
0.41 |
| Parity: |
1.58 |
| Time value: |
-0.78 |
| Break-even: |
12.80 |
| Moneyness: |
1.13 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.32 |
| Spread abs.: |
0.07 |
| Spread %: |
9.59% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.720 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
+35.85% |
| 3 Months |
|
|
+26.32% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.610 |
| 1M High / 1M Low: |
0.750 |
0.380 |
| 6M High / 6M Low: |
0.800 |
0.220 |
| High (YTD): |
6/3/2024 |
0.800 |
| Low (YTD): |
1/19/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.25% |
| Volatility 6M: |
|
132.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
