UniCredit Call 18 NDX1 18.12.2024/  DE000HC80PH1  /

Frankfurt Zert./HVB
2024-10-03  11:33:58 AM Chg.+0.010 Bid2024-10-03 Ask2024-10-03 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 40,000
0.170
Ask Size: 40,000
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: 51.84
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.41
Parity: -5.04
Time value: 0.25
Break-even: 18.25
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 4.18
Spread abs.: 0.18
Spread %: 257.14%
Delta: 0.15
Theta: -0.01
Omega: 7.86
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -59.38%
3 Months
  -23.53%
YTD
  -58.06%
1 Year
  -79.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.120
1M High / 1M Low: 0.500 0.120
6M High / 6M Low: 1.290 0.110
High (YTD): 2024-05-14 1.290
Low (YTD): 2024-02-23 0.086
52W High: 2024-05-14 1.290
52W Low: 2024-02-23 0.086
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   58.594
Volatility 1M:   334.29%
Volatility 6M:   301.77%
Volatility 1Y:   301.21%
Volatility 3Y:   -