UniCredit Call 35 NGLB 18.12.2024
/ DE000HC7NZR7
UniCredit Call 35 NGLB 18.12.2024/ DE000HC7NZR7 /
| 2024-04-25 9:48:47 AM |
Chg.+0.720 |
Bid6:15:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+80.00% |
-
Bid Size: - |
-
Ask Size: - |
ANGLO AMERICAN DL-,5... |
35.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7NZR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANGLO AMERICAN DL-,54945 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-04-25 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.48 |
| Parity: |
-3.74 |
| Time value: |
0.98 |
| Break-even: |
35.98 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.10 |
| Spread %: |
11.36% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
10.26 |
| Rho: |
0.06 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.620 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+157.14% |
| 3 Months |
|
|
+390.91% |
| YTD |
|
|
+102.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.620 |
0.630 |
| 6M High / 6M Low: |
1.620 |
0.160 |
| High (YTD): |
2024-04-25 |
1.620 |
| Low (YTD): |
2024-03-05 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.66% |
| Volatility 6M: |
|
273.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
