UniCredit Call 16 NDX1 19.03.2025
/ DE000HD5ELC1
UniCredit Call 16 NDX1 19.03.2025/ DE000HD5ELC1 /
| 04/11/2024 15:10:34 |
Chg.+0.030 |
Bid15:42:41 |
Ask15:42:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+12.50% |
0.280
Bid Size: 35,000 |
0.300
Ask Size: 35,000 |
NORDEX SE O.N. |
16.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD5ELC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
09/05/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
47.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.40 |
| Parity: |
-2.75 |
| Time value: |
0.28 |
| Break-even: |
16.28 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.05 |
| Spread %: |
21.74% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
9.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.310 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
