UniCredit Call 5.2872 NLLSF 18.09.2024
/ DE000HD4W7F7
UniCredit Call 5.2872 NLLSF 18.09.../ DE000HD4W7F7 /
| 08/07/2024 13:52:01 |
Chg.+0.020 |
Bid14:29:53 |
Ask14:29:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+25.00% |
0.100
Bid Size: 400,000 |
0.120
Ask Size: 400,000 |
Nel ASA |
5.2872 NOK |
18/09/2024 |
Call |
Master data
| WKN: |
HD4W7F |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Nel ASA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.29 NOK |
| Maturity: |
18/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1.04 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.74 |
| Parity: |
0.06 |
| Time value: |
0.09 |
| Break-even: |
0.61 |
| Moneyness: |
1.12 |
| Premium: |
0.17 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.08 |
| Spread %: |
114.29% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
2.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.080 |
| 1M High / 1M Low: |
0.140 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
