UniCredit Call 16 NDX1 18.09.2024
/ DE000HD1P492
UniCredit Call 16 NDX1 18.09.2024/ DE000HD1P492 /
| 2024-07-22 7:35:57 PM |
Chg.+0.120 |
Bid12:49:25 PM |
Ask12:49:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+92.31% |
0.240
Bid Size: 45,000 |
0.260
Ask Size: 45,000 |
NORDEX SE O.N. |
16.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD1P49 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.41 |
| Parity: |
-2.42 |
| Time value: |
0.44 |
| Break-even: |
16.44 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
2.40 |
| Spread abs.: |
0.33 |
| Spread %: |
300.00% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
8.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.280 |
| Low: |
0.220 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+47.06% |
| 3 Months |
|
|
-56.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.110 |
| 1M High / 1M Low: |
0.280 |
0.033 |
| 6M High / 6M Low: |
1.340 |
0.033 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
34.646 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
709.37% |
| Volatility 6M: |
|
387.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
