UniCredit Call 18 NDX1 18.09.2024
/ DE000HC9DAH8
UniCredit Call 18 NDX1 18.09.2024/ DE000HC9DAH8 /
| 2024-05-15 7:39:01 PM |
Chg.-0.050 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-7.04% |
0.640
Bid Size: 5,000 |
0.730
Ask Size: 5,000 |
NORDEX SE O.N. |
18.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HC9DAH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.40 |
| Parity: |
-2.88 |
| Time value: |
1.07 |
| Break-even: |
19.07 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.36 |
| Spread %: |
50.70% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
5.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.550 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.23% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+371.43% |
| YTD |
|
|
+266.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.390 |
| 1M High / 1M Low: |
0.710 |
0.170 |
| 6M High / 6M Low: |
0.710 |
0.043 |
| High (YTD): |
2024-05-14 |
0.710 |
| Low (YTD): |
2024-02-26 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.24% |
| Volatility 6M: |
|
400.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
