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UniCredit Call 12.4 NDX1 19.06.20.../  DE000HC3ERB6  /

Frankfurt Zert./HVB
14/06/2024  19:40:08 Chg.-0.080 Bid21:59:01 Ask21:59:01 Underlying Strike price Expiration date Option type
0.230EUR -25.81% 0.210
Bid Size: 10,000		 0.250
Ask Size: 10,000		 NORDEX SE O.N. 12.40 - 19/06/2024 Call
 

Master data

WKN: HC3ERB
Issuer: UniCredit
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 12.40 -
Maturity: 19/06/2024
Issue date: 24/01/2023
Last trading day: 18/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 49.52
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.41
Parity: -0.02
Time value: 0.25
Break-even: 12.65
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 6.16
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.50
Theta: -0.03
Omega: 24.81
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.260
Low: 0.160
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -68.06%
1 Month
  -68.92%
3 Months
  -17.86%
YTD  
+4.55%
1 Year
  -25.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.230
1M High / 1M Low: 0.770 0.230
6M High / 6M Low: 0.770 0.100
High (YTD): 05/06/2024 0.770
Low (YTD): 28/02/2024 0.100
52W High: 05/06/2024 0.770
52W Low: 28/02/2024 0.100
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.679
Avg. volume 1M:   0.000
Avg. price 6M:   0.355
Avg. volume 6M:   0.000
Avg. price 1Y:   0.336
Avg. volume 1Y:   0.000
Volatility 1M:   180.75%
Volatility 6M:   218.61%
Volatility 1Y:   178.10%
Volatility 3Y:   -