UniCredit Call 13.5 NDX1 18.12.2024
/ DE000HD4HVK9
UniCredit Call 13.5 NDX1 18.12.20.../ DE000HD4HVK9 /
2024-07-23 4:37:37 PM |
Chg.-0.030 |
Bid2024-07-23 |
Ask2024-07-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-5.56% |
0.510 Bid Size: 45,000 |
0.520 Ask Size: 45,000 |
NORDEX SE O.N. |
13.50 - |
2024-12-18 |
Call |
Master data
WKN: |
HD4HVK |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.50 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
23.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.13 |
Historic volatility: |
0.41 |
Parity: |
0.08 |
Time value: |
0.51 |
Break-even: |
14.09 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.07 |
Spread %: |
13.46% |
Delta: |
0.62 |
Theta: |
0.00 |
Omega: |
14.16 |
Rho: |
0.03 |
Quote data
Open: |
0.520 |
High: |
0.530 |
Low: |
0.490 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.87% |
1 Month |
|
|
+34.21% |
3 Months |
|
|
+13.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.430 |
1M High / 1M Low: |
0.540 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.416 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |