UC WAR. CALL 06/24 NDX1/ DE000HC6R852 /
2024-05-13 11:46:22 AM | Chg.- | Bid1:04:53 PM | Ask11:48:25 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.3300EUR | - | 4.4000 Bid Size: 15,000 |
- Ask Size: 15,000 |
NORDEX SE O.N. | 10.00 - | 2024-06-19 | Call |
Master data
WKN: | HC6R85 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NORDEX SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-05-16 |
Last trading day: | 2024-05-13 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.32 |
Leverage: | Yes |
Calculated values
Fair value: | 4.44 |
---|---|
Intrinsic value: | 4.42 |
Implied volatility: | - |
Historic volatility: | 0.40 |
Parity: | 4.42 |
Time value: | -0.08 |
Break-even: | 14.34 |
Moneyness: | 1.44 |
Premium: | -0.01 |
Premium p.a.: | -0.12 |
Spread abs.: | -0.18 |
Spread %: | -3.98% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 4.4400 |
---|---|
High: | 4.4400 |
Low: | 4.3300 |
Previous Close: | 4.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +9.62% | ||
3 Months | +118.69% | ||
YTD | +153.22% | ||
1 Year | +25.87% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 4.5200 | 3.6900 |
6M High / 6M Low: | 4.5200 | 0.8500 |
High (YTD): | 2024-05-10 | 4.5200 |
Low (YTD): | 2024-02-23 | 0.8500 |
52W High: | 2024-05-10 | 4.5200 |
52W Low: | 2024-02-23 | 0.8500 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 4.1057 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9923 | |
Avg. volume 6M: | 13.6364 | |
Avg. price 1Y: | 2.4155 | |
Avg. volume 1Y: | 150.9667 | |
Volatility 1M: | 88.85% | |
Volatility 6M: | 184.84% | |
Volatility 1Y: | 150.28% | |
Volatility 3Y: | - |