UniCredit Call 12 NDX1 19.06.2024
/ DE000HC6SZX6
UniCredit Call 12 NDX1 19.06.2024/ DE000HC6SZX6 /
| 2024-05-14 11:48:42 AM |
Chg.+0.870 |
Bid9:59:27 PM |
Ask2024-05-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
+32.22% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
12.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC6SZX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-18 |
| Last trading day: |
2024-05-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
2.00 |
| Historic volatility: |
0.40 |
| Parity: |
2.42 |
| Time value: |
1.20 |
| Break-even: |
15.62 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
5.19 |
| Spread abs.: |
0.37 |
| Spread %: |
11.38% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
2.96 |
| Rho: |
0.00 |
Quote data
| Open: |
3.620 |
| High: |
3.620 |
| Low: |
3.360 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+67.61% |
| 3 Months |
|
|
+310.34% |
| YTD |
|
|
+346.25% |
| 1 Year |
|
|
+45.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.570 |
1.900 |
| 6M High / 6M Low: |
3.570 |
0.280 |
| High (YTD): |
2024-05-14 |
3.570 |
| Low (YTD): |
2024-02-23 |
0.280 |
| 52W High: |
2024-05-14 |
3.570 |
| 52W Low: |
2024-02-23 |
0.280 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.953 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.407 |
| Avg. volume 1Y: |
|
4.167 |
| Volatility 1M: |
|
202.08% |
| Volatility 6M: |
|
260.71% |
| Volatility 1Y: |
|
207.45% |
| Volatility 3Y: |
|
- |
