UniCredit Call 9.5 NDX1 18.09.2024
/ DE000HD0CD64
UniCredit Call 9.5 NDX1 18.09.202.../ DE000HD0CD64 /
2024-07-23 1:28:28 PM |
Chg.+0.010 |
Bid2024-07-23 |
Ask2024-07-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+1.06% |
0.950 Bid Size: 45,000 |
- Ask Size: - |
NORDEX SE O.N. |
9.50 - |
2024-09-18 |
Call |
Master data
WKN: |
HD0CD6 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-09-17 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
14.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.14 |
Intrinsic value: |
4.08 |
Implied volatility: |
- |
Historic volatility: |
0.41 |
Parity: |
4.08 |
Time value: |
-3.16 |
Break-even: |
10.42 |
Moneyness: |
1.43 |
Premium: |
-0.23 |
Premium p.a.: |
-0.82 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.15% |
1 Month |
|
|
+11.76% |
3 Months |
|
|
+15.85% |
YTD |
|
|
+53.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.910 |
1M High / 1M Low: |
0.940 |
0.790 |
6M High / 6M Low: |
0.940 |
0.450 |
High (YTD): |
2024-07-22 |
0.940 |
Low (YTD): |
2024-01-19 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.926 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.889 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.777 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.28% |
Volatility 6M: |
|
61.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |