UniCredit Call 13.5 NDX1 18.12.2024
/ DE000HD4HVK9
UniCredit Call 13.5 NDX1 18.12.20.../ DE000HD4HVK9 /
| 8/26/2024 3:48:34 PM |
Chg.+0.020 |
Bid4:15:50 PM |
Ask4:15:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+3.70% |
0.550
Bid Size: 40,000 |
0.560
Ask Size: 40,000 |
NORDEX SE O.N. |
13.50 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD4HVK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 - |
| Maturity: |
12/18/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.42 |
| Parity: |
0.34 |
| Time value: |
0.24 |
| Break-even: |
14.08 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
7.41% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
18.55 |
| Rho: |
0.03 |
Quote data
| Open: |
0.540 |
| High: |
0.560 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.82% |
| 1 Month |
|
|
-5.08% |
| 3 Months |
|
|
-3.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.520 |
| 1M High / 1M Low: |
0.590 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
