UniCredit Call 14 NDX1 19.06.2024
/ DE000HD00Z09
UniCredit Call 14 NDX1 19.06.2024/ DE000HD00Z09 /
| 5/21/2024 10:28:28 AM |
Chg.+0.020 |
Bid5:36:54 PM |
Ask5:36:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
0.810
Bid Size: 8,000 |
0.850
Ask Size: 8,000 |
NORDEX SE O.N. |
14.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD00Z0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.40 |
| Parity: |
0.24 |
| Time value: |
0.62 |
| Break-even: |
14.86 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.09 |
| Spread %: |
11.69% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
9.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.69% |
| 1 Month |
|
|
+102.50% |
| 3 Months |
|
|
+575.00% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
0.790 |
| 1M High / 1M Low: |
1.610 |
0.420 |
| 6M High / 6M Low: |
1.610 |
0.060 |
| High (YTD): |
5/14/2024 |
1.610 |
| Low (YTD): |
2/23/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.841 |
| Avg. volume 1M: |
|
3,350 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
620.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.82% |
| Volatility 6M: |
|
383.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
