UniCredit Call 14.5 NDX1 19.03.2025
/ DE000HD59BG5
UniCredit Call 14.5 NDX1 19.03.20.../ DE000HD59BG5 /
8/27/2024 5:28:58 PM |
Chg.+0.010 |
Bid5:35:23 PM |
Ask5:35:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+2.27% |
0.450 Bid Size: 12,000 |
0.480 Ask Size: 12,000 |
NORDEX SE O.N. |
14.50 - |
3/19/2025 |
Call |
Master data
WKN: |
HD59BG |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.50 - |
Maturity: |
3/19/2025 |
Issue date: |
5/3/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
29.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.42 |
Parity: |
-0.75 |
Time value: |
0.47 |
Break-even: |
14.97 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
9.30% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
12.18 |
Rho: |
0.03 |
Quote data
Open: |
0.440 |
High: |
0.450 |
Low: |
0.440 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.65% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-13.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.430 |
1M High / 1M Low: |
0.490 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.431 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |