UniCredit Call 18 NESTE 18.12.2024
/ DE000HD5S869
UniCredit Call 18 NESTE 18.12.202.../ DE000HD5S869 /
| 2024-10-11 9:59:05 AM |
Chg.+0.100 |
Bid11:31:24 AM |
Ask11:31:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+11.11% |
1.010
Bid Size: 25,000 |
1.030
Ask Size: 25,000 |
Neste Corporation |
18.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD5S86 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
-1.24 |
| Time value: |
1.01 |
| Break-even: |
19.01 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.12 |
| Spread %: |
13.48% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
7.06 |
| Rho: |
0.01 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-19.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.840 |
| 1M High / 1M Low: |
1.120 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
