UniCredit Call 4.8066 NLLSF 18.09.2024
/ DE000HD21MX7
UniCredit Call 4.8066 NLLSF 18.09.../ DE000HD21MX7 /
| 16/07/2024 19:38:36 |
Chg.-0.010 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.150
Bid Size: 45,000 |
0.240
Ask Size: 45,000 |
Nel ASA |
4.8066 NOK |
18/09/2024 |
Call |
Master data
| WKN: |
HD21MX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Nel ASA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.81 NOK |
| Maturity: |
18/09/2024 |
| Issue date: |
23/01/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1.04 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.75 |
| Parity: |
0.18 |
| Time value: |
0.06 |
| Break-even: |
0.64 |
| Moneyness: |
1.43 |
| Premium: |
0.09 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.06 |
| Spread %: |
33.33% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.08 |
| Rho: |
0.00 |
Quote data
| Open: |
0.180 |
| High: |
0.200 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+82.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.110 |
| 1M High / 1M Low: |
0.190 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
476.190 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
