UC WAR. CALL 06/24 NDX1/ DE000HD0PM92 /
| 2024-06-05 9:46:40 PM | Chg.-0.0100 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5100EUR | -0.66% | 1.3500 Bid Size: 3,000 |
1.7000 Ask Size: 3,000 |
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: | 9.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.47 |
|---|---|
| Intrinsic value: | 1.40 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.40 |
| Parity: | 1.40 |
| Time value: | 0.18 |
| Break-even: | 14.58 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.09 |
| Spread %: | 6.04% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 7.56 |
| Rho: | 0.00 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 1.5900 |
| Low: | 1.4200 |
| Previous Close: | 1.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.18% | ||
|---|---|---|---|
| 1 Month | +24.79% | ||
| 3 Months | +104.05% | ||
| YTD | +179.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7500 | 1.5100 |
|---|---|---|
| 1M High / 1M Low: | 2.4200 | 1.2100 |
| 6M High / 6M Low: | 2.4200 | 0.1600 |
| High (YTD): | 2024-05-14 | 2.4200 |
| Low (YTD): | 2024-02-23 | 0.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6643 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7559 | |
| Avg. volume 6M: | 20.6400 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.92% | |
| Volatility 6M: | 270.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
