UniCredit Call 18 NESTE 18.12.2024
/ DE000HD5S869
UniCredit Call 18 NESTE 18.12.202.../ DE000HD5S869 /
| 16/08/2024 10:09:35 |
Chg.+0.14 |
Bid13:33:54 |
Ask13:33:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
+5.19% |
2.77
Bid Size: 6,000 |
2.80
Ask Size: 6,000 |
Neste Corporation |
18.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD5S86 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
1.84 |
| Time value: |
0.98 |
| Break-even: |
20.81 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
5.24% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.18 |
| Rho: |
0.04 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.15% |
| 1 Month |
|
|
+104.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.70 |
1.74 |
| 1M High / 1M Low: |
2.70 |
1.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
