UniCredit Call 7.6905 NLLSF 18.12.2024
/ DE000HC9YAU7
UniCredit Call 7.6905 NLLSF 18.12.../ DE000HC9YAU7 /
| 16/07/2024 19:28:06 |
Chg.0.000 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
0.00% |
0.050
Bid Size: 90,000 |
0.140
Ask Size: 90,000 |
Nel ASA |
7.6905 NOK |
18/12/2024 |
Call |
Master data
| WKN: |
HC9YAU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Nel ASA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.69 NOK |
| Maturity: |
18/12/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1.04 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.75 |
| Parity: |
-0.07 |
| Time value: |
0.14 |
| Break-even: |
0.79 |
| Moneyness: |
0.89 |
| Premium: |
0.35 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.06 |
| Spread %: |
75.00% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
2.52 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.82% |
| 1 Month |
|
|
+48.15% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
-52.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.040 |
| 1M High / 1M Low: |
0.080 |
0.028 |
| 6M High / 6M Low: |
0.180 |
0.020 |
| High (YTD): |
28/05/2024 |
0.180 |
| Low (YTD): |
30/05/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.058 |
| Avg. volume 6M: |
|
802.476 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.35% |
| Volatility 6M: |
|
742.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
