UC WAR. CALL 12/24 NEF/ DE000HD2NCR6 /
| 2024-05-29 9:47:06 PM | Chg.-0.0150 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0790EUR | -15.96% | 0.0740 Bid Size: 15,000 |
0.0880 Ask Size: 15,000 |
Neste Corporation | 25.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2NCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.39 |
| Parity: | -0.52 |
| Time value: | 0.11 |
| Break-even: | 26.10 |
| Moneyness: | 0.79 |
| Premium: | 0.32 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.02 |
| Spread %: | 22.22% |
| Delta: | 0.31 |
| Theta: | -0.01 |
| Omega: | 5.62 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0940 |
|---|---|
| High: | 0.0940 |
| Low: | 0.0790 |
| Previous Close: | 0.0940 |
| Turnover: | 49.9280 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.00% | ||
|---|---|---|---|
| 1 Month | -50.63% | ||
| 3 Months | -77.43% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1000 | 0.0940 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0650 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0966 | |
| Avg. volume 1W: | 212.6000 | |
| Avg. price 1M: | 0.1309 | |
| Avg. volume 1M: | 50.6190 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 263.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
