UniCredit Call 8.5 NDX1 18.12.2024
/ DE000HD01152
UniCredit Call 8.5 NDX1 18.12.202.../ DE000HD01152 /
| 04/11/2024 19:40:43 |
Chg.+0.010 |
Bid21:59:06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+1.05% |
0.950
Bid Size: 4,000 |
-
Ask Size: - |
NORDEX SE O.N. |
8.50 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD0115 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 - |
| Maturity: |
18/12/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
4.75 |
| Time value: |
-3.80 |
| Break-even: |
9.45 |
| Moneyness: |
1.56 |
| Premium: |
-0.29 |
| Premium p.a.: |
-0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.05% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
+43.28% |
| 1 Year |
|
|
+50.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.940 |
| 1M High / 1M Low: |
0.960 |
0.920 |
| 6M High / 6M Low: |
0.960 |
0.800 |
| High (YTD): |
29/10/2024 |
0.960 |
| Low (YTD): |
19/01/2024 |
0.550 |
| 52W High: |
29/10/2024 |
0.960 |
| 52W Low: |
19/01/2024 |
0.550 |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.797 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
16.27% |
| Volatility 6M: |
|
20.33% |
| Volatility 1Y: |
|
37.12% |
| Volatility 3Y: |
|
- |
