UniCredit Call 15 NDX1 18.09.2024
/ DE000HC9DAG0
UniCredit Call 15 NDX1 18.09.2024/ DE000HC9DAG0 /
| 7/23/2024 7:04:02 PM |
Chg.-0.050 |
Bid8:00:32 PM |
Ask8:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-10.42% |
0.420
Bid Size: 8,000 |
0.470
Ask Size: 8,000 |
NORDEX SE O.N. |
15.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9DAG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.41 |
| Parity: |
-1.42 |
| Time value: |
0.67 |
| Break-even: |
15.67 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.33 |
| Spread %: |
97.06% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
7.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.380 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.22% |
| 1 Month |
|
|
+48.28% |
| 3 Months |
|
|
-46.91% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.250 |
| 1M High / 1M Low: |
0.490 |
0.100 |
| 6M High / 6M Low: |
1.810 |
0.100 |
| High (YTD): |
5/14/2024 |
1.810 |
| Low (YTD): |
7/2/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
531.77% |
| Volatility 6M: |
|
330.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
