UniCredit Call 18 NDX1 18.12.2024
/ DE000HC80PH1
UniCredit Call 18 NDX1 18.12.2024/ DE000HC80PH1 /
26/08/2024 20:42:49 |
Chg.-0.040 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
18.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC80PH |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 - |
Maturity: |
18/12/2024 |
Issue date: |
13/07/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
35.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.42 |
Parity: |
-4.16 |
Time value: |
0.39 |
Break-even: |
18.39 |
Moneyness: |
0.77 |
Premium: |
0.33 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.08 |
Spread %: |
25.81% |
Delta: |
0.21 |
Theta: |
0.00 |
Omega: |
7.46 |
Rho: |
0.01 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.280 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.45% |
1 Month |
|
|
-41.67% |
3 Months |
|
|
-69.57% |
YTD |
|
|
-6.67% |
1 Year |
|
|
-68.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.280 |
1M High / 1M Low: |
0.440 |
0.020 |
6M High / 6M Low: |
1.300 |
0.020 |
High (YTD): |
14/05/2024 |
1.300 |
Low (YTD): |
05/08/2024 |
0.020 |
52W High: |
14/05/2024 |
1.300 |
52W Low: |
05/08/2024 |
0.020 |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.314 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.460 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.428 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
6,235.10% |
Volatility 6M: |
|
2,458.26% |
Volatility 1Y: |
|
1,742.61% |
Volatility 3Y: |
|
- |