UC WAR. CALL 01/25 VNX/ DE000HD4K976 /
| 07/06/2024 21:41:41 | Chg.0.0000 | Bid21:57:21 | Ask21:57:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | 0.00% | 0.5100 Bid Size: 20,000 |
0.5400 Ask Size: 20,000 |
NXP Semiconductors N... | 380.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD4K97 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 380.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 11/04/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 46.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.30 |
| Parity: | -12.80 |
| Time value: | 0.54 |
| Break-even: | 385.40 |
| Moneyness: | 0.66 |
| Premium: | 0.53 |
| Premium p.a.: | 1.02 |
| Spread abs.: | 0.03 |
| Spread %: | 5.88% |
| Delta: | 0.15 |
| Theta: | -0.05 |
| Omega: | 6.90 |
| Rho: | 0.19 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.77% | ||
|---|---|---|---|
| 1 Month | +10.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.4500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5140 | |
| Avg. volume 1W: | 65.4000 | |
| Avg. price 1M: | 0.5591 | |
| Avg. volume 1M: | 14.8636 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
