UniCredit Call 14 NDX1 19.06.2024
/ DE000HD00Z09
UniCredit Call 14 NDX1 19.06.2024/ DE000HD00Z09 /
| 2024-05-31 7:29:48 PM |
Chg.-0.150 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-17.24% |
0.720
Bid Size: 5,000 |
0.810
Ask Size: 5,000 |
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: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
0.63 |
| Time value: |
0.42 |
| Break-even: |
15.05 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.35 |
| Spread %: |
50.00% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
9.38 |
| Rho: |
0.00 |
Quote data
| Open: |
0.900 |
| High: |
0.910 |
| Low: |
0.720 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+18.03% |
| 3 Months |
|
|
+111.76% |
| YTD |
|
|
+94.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.680 |
| 1M High / 1M Low: |
1.570 |
0.680 |
| 6M High / 6M Low: |
1.570 |
0.070 |
| High (YTD): |
2024-05-14 |
1.570 |
| Low (YTD): |
2024-02-23 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.929 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.62% |
| Volatility 6M: |
|
363.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
