UniCredit Call 13.5 NDX1 18.09.2024
/ DE000HD4HVC6
UniCredit Call 13.5 NDX1 18.09.20.../ DE000HD4HVC6 /
23/08/2024 20:38:01 |
Chg.+0.040 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+8.89% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
13.50 - |
18/09/2024 |
Call |
Master data
WKN: |
HD4HVC |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.50 - |
Maturity: |
18/09/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
26.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.22 |
Historic volatility: |
0.42 |
Parity: |
0.34 |
Time value: |
0.19 |
Break-even: |
14.03 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
8.16% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
18.16 |
Rho: |
0.01 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.490 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.77% |
1 Month |
|
|
-16.95% |
3 Months |
|
|
-18.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.450 |
1M High / 1M Low: |
0.590 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.469 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |