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UniCredit Call 15 NDX1 18.12.2024/  DE000HC7L3R3  /

Frankfurt Zert./HVB
04/11/2024  19:34:02 Chg.+0.110 Bid21:59:06 Ask21:59:06 Underlying Strike price Expiration date Option type
0.530EUR +26.19% 0.500
Bid Size: 8,000		 0.600
Ask Size: 8,000		 NORDEX SE O.N. 15.00 - 18/12/2024 Call
 

Master data

WKN: HC7L3R
Issuer: UniCredit
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 18/12/2024
Issue date: 22/06/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 27.04
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.40
Parity: -1.75
Time value: 0.49
Break-even: 15.49
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 2.65
Spread abs.: 0.09
Spread %: 22.50%
Delta: 0.31
Theta: -0.01
Omega: 8.45
Rho: 0.00
 

Quote data

Open: 0.430
High: 0.560
Low: 0.430
Previous Close: 0.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.64%
1 Month
  -15.87%
3 Months
  -19.70%
YTD
  -22.06%
1 Year
  -42.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.380
1M High / 1M Low: 0.700 0.380
6M High / 6M Low: 2.410 0.380
High (YTD): 14/05/2024 2.410
Low (YTD): 23/02/2024 0.310
52W High: 14/05/2024 2.410
52W Low: 23/02/2024 0.310
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.521
Avg. volume 1M:   0.000
Avg. price 6M:   1.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.919
Avg. volume 1Y:   0.000
Volatility 1M:   239.81%
Volatility 6M:   209.68%
Volatility 1Y:   202.79%
Volatility 3Y:   -