UC WAR. CALL 06/24 NDX1/ DE000HD00Z09 /
| 2024-06-05 1:45:45 PM | Chg.+0.0400 | Bid2:14:22 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | +5.63% | 0.7100 Bid Size: 20,000 |
- Ask Size: 20,000 |
NORDEX SE O.N. | 14.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD00Z0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-06-05 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.40 |
| Parity: | 0.40 |
| Time value: | 0.36 |
| Break-even: | 14.76 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.90 |
| Spread abs.: | 0.09 |
| Spread %: | 13.43% |
| Delta: | 0.64 |
| Theta: | -0.02 |
| Omega: | 12.18 |
| Rho: | 0.00 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.7500 |
| Low: | 0.6300 |
| Previous Close: | 0.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.73% | ||
|---|---|---|---|
| 1 Month | +5.63% | ||
| 3 Months | +66.67% | ||
| YTD | +102.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9000 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 1.6200 | 0.7000 |
| 6M High / 6M Low: | 1.6200 | 0.0940 |
| High (YTD): | 2024-05-14 | 1.6200 |
| Low (YTD): | 2024-02-23 | 0.0940 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9413 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4519 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 267.44% | |
| Volatility 6M: | 302.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
