UniCredit Call 13 NDX1 19.06.2024
/ DE000HD0PM92
UniCredit Call 13 NDX1 19.06.2024/ DE000HD0PM92 /
| 2024-05-21 4:45:31 PM |
Chg.+0.010 |
Bid4:48:21 PM |
Ask4:48:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+0.67% |
1.520
Bid Size: 20,000 |
1.540
Ask Size: 20,000 |
NORDEX SE O.N. |
13.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0PM9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.40 |
| Parity: |
1.24 |
| Time value: |
0.32 |
| Break-even: |
14.56 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.09 |
| Spread %: |
6.12% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
7.05 |
| Rho: |
0.01 |
Quote data
| Open: |
1.500 |
| High: |
1.580 |
| Low: |
1.490 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.02% |
| 1 Month |
|
|
+112.68% |
| 3 Months |
|
|
+504.00% |
| YTD |
|
|
+179.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
1.500 |
| 1M High / 1M Low: |
2.360 |
0.740 |
| 6M High / 6M Low: |
2.360 |
0.150 |
| High (YTD): |
2024-05-14 |
2.360 |
| Low (YTD): |
2024-02-23 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.70% |
| Volatility 6M: |
|
279.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
