UniCredit Call 11 NDX1 19.06.2024
/ DE000HC9VNL5
UniCredit Call 11 NDX1 19.06.2024/ DE000HC9VNL5 /
16/05/2024 12:39:48 |
Chg.+0.070 |
Bid21:59:19 |
Ask16/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
4.140EUR |
+1.72% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
11.00 - |
19/06/2024 |
Call |
Master data
WKN: |
HC9VNL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 - |
Maturity: |
19/06/2024 |
Issue date: |
12/10/2023 |
Last trading day: |
16/05/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
1.45 |
Implied volatility: |
6.39 |
Historic volatility: |
0.41 |
Parity: |
1.45 |
Time value: |
2.74 |
Break-even: |
15.19 |
Moneyness: |
1.13 |
Premium: |
0.22 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.45 |
Spread %: |
12.03% |
Delta: |
0.71 |
Theta: |
-0.32 |
Omega: |
2.10 |
Rho: |
0.00 |
Quote data
Open: |
4.250 |
High: |
4.250 |
Low: |
4.140 |
Previous Close: |
4.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-1.19% |
3 Months |
|
|
+160.38% |
YTD |
|
|
+247.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.190 |
4.070 |
6M High / 6M Low: |
4.190 |
0.500 |
High (YTD): |
14/05/2024 |
4.190 |
Low (YTD): |
23/02/2024 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.488 |
Avg. volume 6M: |
|
110.514 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.25% |
Volatility 6M: |
|
212.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |