UniCredit Call 24 NESTE 19.06.202.../  DE000HD45ZL3  /

EUWAX
2024-04-30  8:47:51 PM Chg.-0.004 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.034EUR -10.53% -
Bid Size: -
-
Ask Size: -
Neste Corporation 24.00 - 2024-06-19 Call
 

Master data

WKN: HD45ZL
Issuer: UniCredit
Currency: EUR
Underlying: Neste Corporation
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-19
Issue date: 2024-03-27
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.46
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.36
Parity: -0.27
Time value: 0.05
Break-even: 24.48
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 1.78
Spread abs.: 0.02
Spread %: 54.84%
Delta: 0.26
Theta: -0.01
Omega: 11.52
Rho: 0.01
 

Quote data

Open: 0.050
High: 0.050
Low: 0.034
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -88.67%
1 Month
  -86.40%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.034
1M High / 1M Low: 0.480 0.034
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   380.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -