UniCredit Call 14.5 NDX1 18.12.2024
/ DE000HD59BF7
UniCredit Call 14.5 NDX1 18.12.20.../ DE000HD59BF7 /
8/23/2024 8:18:01 PM |
Chg.- |
Bid9:20:45 AM |
Ask9:20:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
- |
0.420 Bid Size: 40,000 |
0.430 Ask Size: 40,000 |
NORDEX SE O.N. |
14.50 - |
12/18/2024 |
Call |
Master data
WKN: |
HD59BF |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.50 - |
Maturity: |
12/18/2024 |
Issue date: |
5/3/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
30.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.42 |
Parity: |
-0.66 |
Time value: |
0.46 |
Break-even: |
14.96 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.04 |
Spread %: |
9.52% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
12.30 |
Rho: |
0.02 |
Quote data
Open: |
0.430 |
High: |
0.440 |
Low: |
0.420 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-14.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.400 |
1M High / 1M Low: |
0.480 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.406 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |