UniCredit Call 18 NESTE 18.12.2024
/ DE000HD5S869
UniCredit Call 18 NESTE 18.12.202.../ DE000HD5S869 /
9/6/2024 7:35:17 PM |
Chg.-0.530 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.630EUR |
-24.54% |
1.390 Bid Size: 3,000 |
1.900 Ask Size: 3,000 |
Neste Corporation |
18.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD5S86 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Neste Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 - |
Maturity: |
12/18/2024 |
Issue date: |
5/22/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.69 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.44 |
Historic volatility: |
0.38 |
Parity: |
0.26 |
Time value: |
1.64 |
Break-even: |
19.90 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.51 |
Spread %: |
36.69% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
5.64 |
Rho: |
0.02 |
Quote data
Open: |
1.860 |
High: |
1.960 |
Low: |
1.630 |
Previous Close: |
2.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-55.71% |
1 Month |
|
|
-17.26% |
3 Months |
|
|
-38.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.390 |
1.630 |
1M High / 1M Low: |
4.090 |
1.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.702 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
228.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |