UniCredit Call 18 NDX1 18.12.2024/  DE000HC80PH1  /

Frankfurt Zert./HVB
2024-11-04  7:32:50 PM Chg.+0.030 Bid9:19:09 AM Ask9:17:09 AM Underlying Strike price Expiration date Option type
0.090EUR +50.00% 0.065
Bid Size: 15,000
-
Ask Size: -
NORDEX SE O.N. 18.00 - 2024-12-18 Call
 

Master data

WKN: HC80PH
Issuer: UniCredit
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-12-18
Issue date: 2023-07-13
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 66.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.40
Parity: -4.75
Time value: 0.20
Break-even: 18.20
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 12.92
Spread abs.: 0.19
Spread %: 1,900.00%
Delta: 0.13
Theta: -0.01
Omega: 8.92
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.120
Low: 0.010
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -52.63%
3 Months
  -43.75%
YTD
  -70.97%
1 Year
  -79.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.050
1M High / 1M Low: 0.160 0.050
6M High / 6M Low: 1.290 0.050
High (YTD): 2024-05-14 1.290
Low (YTD): 2024-10-31 0.050
52W High: 2024-05-14 1.290
52W Low: 2024-10-31 0.050
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.357
Avg. volume 1Y:   58.824
Volatility 1M:   586.57%
Volatility 6M:   377.73%
Volatility 1Y:   339.77%
Volatility 3Y:   -