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UniCredit Call 15 NDX1 18.12.2024/  DE000HC7L3R3  /

Frankfurt Zert./HVB
10/3/2024  12:35:43 PM Chg.-0.050 Bid1:08:05 PM Ask1:08:05 PM Underlying Strike price Expiration date Option type
0.450EUR -10.00% 0.490
Bid Size: 40,000		 0.510
Ask Size: 40,000		 NORDEX SE O.N. 15.00 - 12/18/2024 Call
 

Master data

WKN: HC7L3R
Issuer: UniCredit
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 12/18/2024
Issue date: 6/22/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.14
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.41
Parity: -2.04
Time value: 0.56
Break-even: 15.56
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 1.41
Spread abs.: 0.09
Spread %: 19.15%
Delta: 0.32
Theta: -0.01
Omega: 7.37
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.470
Low: 0.450
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -48.28%
1 Month
  -56.31%
3 Months
  -23.73%
YTD
  -33.82%
1 Year
  -60.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.500
1M High / 1M Low: 1.580 0.500
6M High / 6M Low: 2.410 0.470
High (YTD): 5/14/2024 2.410
Low (YTD): 2/23/2024 0.310
52W High: 5/14/2024 2.410
52W Low: 2/23/2024 0.310
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   1.124
Avg. volume 1M:   0.000
Avg. price 6M:   1.186
Avg. volume 6M:   0.000
Avg. price 1Y:   0.952
Avg. volume 1Y:   0.000
Volatility 1M:   246.82%
Volatility 6M:   193.34%
Volatility 1Y:   195.67%
Volatility 3Y:   -