UC WAR. CALL 12/24 NEF/ DE000HD2PHS8 /
| 2024-05-28 9:45:31 PM | Chg.-0.0020 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0560EUR | -3.45% | 0.0480 Bid Size: 15,000 |
0.0620 Ask Size: 15,000 |
Neste Corporation | 28.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2PHS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Neste Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-15 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.39 |
| Parity: | -0.79 |
| Time value: | 0.07 |
| Break-even: | 28.68 |
| Moneyness: | 0.72 |
| Premium: | 0.42 |
| Premium p.a.: | 0.88 |
| Spread abs.: | 0.01 |
| Spread %: | 25.93% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 6.32 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0580 |
|---|---|
| High: | 0.0580 |
| Low: | 0.0560 |
| Previous Close: | 0.0580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.69% | ||
|---|---|---|---|
| 1 Month | -49.09% | ||
| 3 Months | -77.60% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0580 | 0.0520 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0320 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0556 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0798 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 322.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
