UC WAR. CALL 01/25 VNX/ DE000HD4K976 /
| 2024-05-17 9:41:52 PM | Chg.-0.0500 | Bid9:55:50 PM | Ask9:55:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | -8.77% | 0.5100 Bid Size: 20,000 |
0.5200 Ask Size: 20,000 |
NXP Semiconductors N... | 380.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD4K97 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 380.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-04-11 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 47.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.32 |
| Parity: | -13.40 |
| Time value: | 0.52 |
| Break-even: | 385.20 |
| Moneyness: | 0.65 |
| Premium: | 0.57 |
| Premium p.a.: | 0.97 |
| Spread abs.: | 0.01 |
| Spread %: | 1.96% |
| Delta: | 0.14 |
| Theta: | -0.04 |
| Omega: | 6.76 |
| Rho: | 0.20 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5200 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.00% | ||
|---|---|---|---|
| 1 Month | +136.36% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6000 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4305 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
