UniCredit Call 15 NDX1 18.12.2024
/ DE000HD5A6W9
UniCredit Call 15 NDX1 18.12.2024/ DE000HD5A6W9 /
| 23/07/2024 15:59:39 |
Chg.-0.020 |
Bid16:17:46 |
Ask16:17:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
0.350
Bid Size: 45,000 |
0.360
Ask Size: 45,000 |
NORDEX SE O.N. |
15.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD5A6W |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
32.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.41 |
| Parity: |
-1.42 |
| Time value: |
0.42 |
| Break-even: |
15.42 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.07 |
| Spread %: |
20.00% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
10.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+34.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.370 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
