UniCredit Call 20 NDX1 18.12.2024
/ DE000HC7L3S1
UniCredit Call 20 NDX1 18.12.2024/ DE000HC7L3S1 /
23/07/2024 13:44:06 |
Chg.-0.060 |
Bid16:19:48 |
Ask16:19:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-23.08% |
0.180 Bid Size: 45,000 |
0.210 Ask Size: 45,000 |
NORDEX SE O.N. |
20.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7L3S |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
18/12/2024 |
Issue date: |
22/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.41 |
Parity: |
-6.42 |
Time value: |
0.45 |
Break-even: |
20.45 |
Moneyness: |
0.68 |
Premium: |
0.51 |
Premium p.a.: |
1.74 |
Spread abs.: |
0.33 |
Spread %: |
275.00% |
Delta: |
0.20 |
Theta: |
0.00 |
Omega: |
5.89 |
Rho: |
0.01 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.200 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
-35.48% |
YTD |
|
|
+17.65% |
1 Year |
|
|
-83.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.040 |
1M High / 1M Low: |
0.260 |
0.026 |
6M High / 6M Low: |
0.830 |
0.026 |
High (YTD): |
14/05/2024 |
0.830 |
Low (YTD): |
02/07/2024 |
0.026 |
52W High: |
27/07/2023 |
1.260 |
52W Low: |
02/07/2024 |
0.026 |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.105 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.213 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.306 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,040.07% |
Volatility 6M: |
|
914.09% |
Volatility 1Y: |
|
672.67% |
Volatility 3Y: |
|
- |