UniCredit Call 10 NDX1 19.06.2024
/ DE000HC6R852
UniCredit Call 10 NDX1 19.06.2024/ DE000HC6R852 /
| 2024-05-13 12:25:01 PM |
Chg.-0.060 |
Bid9:59:16 PM |
Ask2024-05-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.380EUR |
-1.35% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
4.24 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.40 |
| Parity: |
4.24 |
| Time value: |
0.10 |
| Break-even: |
14.34 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.18 |
| Spread %: |
-3.98% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.13 |
| Rho: |
0.01 |
Quote data
| Open: |
4.320 |
| High: |
4.380 |
| Low: |
4.260 |
| Previous Close: |
4.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+71.76% |
| 3 Months |
|
|
+287.61% |
| YTD |
|
|
+159.17% |
| 1 Year |
|
|
+24.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.440 |
2.710 |
| 6M High / 6M Low: |
4.440 |
0.850 |
| High (YTD): |
2024-05-10 |
4.440 |
| Low (YTD): |
2024-02-26 |
0.850 |
| 52W High: |
2023-07-27 |
4.510 |
| 52W Low: |
2024-02-26 |
0.850 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.953 |
| Avg. volume 6M: |
|
48.286 |
| Avg. price 1Y: |
|
2.437 |
| Avg. volume 1Y: |
|
22.984 |
| Volatility 1M: |
|
96.09% |
| Volatility 6M: |
|
180.11% |
| Volatility 1Y: |
|
147.97% |
| Volatility 3Y: |
|
- |
