UniCredit Call 16.5 NDX1 18.09.2024
/ DE000HD76LK0
UniCredit Call 16.5 NDX1 18.09.20.../ DE000HD76LK0 /
| 26/08/2024 15:24:43 |
Chg.+0.030 |
Bid15:32:32 |
Ask15:32:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+50.00% |
0.090
Bid Size: 40,000 |
0.120
Ask Size: 40,000 |
NORDEX SE O.N. |
16.50 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HD76LK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
18/07/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.42 |
| Parity: |
-2.66 |
| Time value: |
0.20 |
| Break-even: |
16.70 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
18.71 |
| Spread abs.: |
0.17 |
| Spread %: |
566.67% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
11.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.080 |
| High: |
0.090 |
| Low: |
0.080 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-60.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.040 |
| 1M High / 1M Low: |
0.230 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,293.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
