UniCredit Call 11 NDX1 19.06.2024
/ DE000HC9VNL5
UniCredit Call 11 NDX1 19.06.2024/ DE000HC9VNL5 /
| 5/16/2024 12:39:48 PM |
Chg.+0.070 |
Bid9:59:19 PM |
Ask5/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.140EUR |
+1.72% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
11.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC9VNL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
5/16/2024 |
| 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): |
5/14/2024 |
4.190 |
| Low (YTD): |
2/23/2024 |
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: |
|
- |
