UniCredit Call 120 NVDA 18.09.2024
/ DE000HD2JDE0
UniCredit Call 120 NVDA 18.09.202.../ DE000HD2JDE0 /
13/09/2024 19:34:35 |
Chg.+0.010 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
1.990EUR |
+0.51% |
1.930 Bid Size: 20,000 |
2.360 Ask Size: 20,000 |
NVIDIA Corporation |
120.00 USD |
18/09/2024 |
Call |
Master data
WKN: |
HD2JDE |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NVIDIA Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
18/09/2024 |
Issue date: |
07/02/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
45.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.46 |
Parity: |
-0.81 |
Time value: |
2.35 |
Break-even: |
110.69 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
13.08 |
Spread abs.: |
0.43 |
Spread %: |
22.40% |
Delta: |
0.47 |
Theta: |
-0.34 |
Omega: |
21.39 |
Rho: |
0.01 |
Quote data
Open: |
2.250 |
High: |
2.470 |
Low: |
1.990 |
Previous Close: |
1.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+410.26% |
1 Month |
|
|
-73.43% |
3 Months |
|
|
-89.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.990 |
0.270 |
1M High / 1M Low: |
13.340 |
0.270 |
6M High / 6M Low: |
24.720 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.517 |
Avg. volume 1M: |
|
173.913 |
Avg. price 6M: |
|
8.048 |
Avg. volume 6M: |
|
93.643 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,252.78% |
Volatility 6M: |
|
589.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |