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UniCredit Call 18 NDX1 18.12.2024/  DE000HC80PH1  /

EUWAX
8/26/2024  8:42:49 PM Chg.-0.040 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.280EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 18.00 - 12/18/2024 Call
 

Master data

WKN: HC80PH
Issuer: UniCredit
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 12/18/2024
Issue date: 7/13/2023
Last trading day: 12/17/2024
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): 5/14/2024 1.300
Low (YTD): 8/5/2024 0.020
52W High: 5/14/2024 1.300
52W Low: 8/5/2024 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:   -