UniCredit Call 18 NDX1 18.12.2024
/ DE000HC80PH1
UniCredit Call 18 NDX1 18.12.2024/ DE000HC80PH1 /
| 2024-05-22 7:27:06 PM |
Chg.-0.010 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-1.16% |
0.850
Bid Size: 12,000 |
0.890
Ask Size: 12,000 |
NORDEX SE O.N. |
18.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC80PH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
-3.77 |
| Time value: |
0.92 |
| Break-even: |
18.92 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.09 |
| Spread %: |
10.84% |
| Delta: |
0.33 |
| Theta: |
0.00 |
| Omega: |
5.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.810 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.75% |
| 1 Month |
|
|
+63.46% |
| 3 Months |
|
|
+672.73% |
| YTD |
|
|
+174.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.860 |
| 1M High / 1M Low: |
1.290 |
0.480 |
| 6M High / 6M Low: |
1.290 |
0.086 |
| High (YTD): |
2024-05-14 |
1.290 |
| Low (YTD): |
2024-02-23 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.68% |
| Volatility 6M: |
|
300.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
