UniCredit Call 14 NDX1 19.06.2024
/ DE000HD00Z09
UniCredit Call 14 NDX1 19.06.2024/ DE000HD00Z09 /
| 03/06/2024 11:04:54 |
Chg.+0.100 |
Bid11:43:42 |
Ask11:43:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+13.89% |
0.850
Bid Size: 20,000 |
0.870
Ask Size: 20,000 |
NORDEX SE O.N. |
14.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD00Z0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
0.42 |
| Time value: |
0.39 |
| Break-even: |
14.81 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.09 |
| Spread %: |
12.50% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
11.43 |
| Rho: |
0.00 |
Quote data
| Open: |
0.740 |
| High: |
0.820 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.58% |
| 1 Month |
|
|
-1.20% |
| 3 Months |
|
|
+141.18% |
| YTD |
|
|
+121.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.680 |
| 1M High / 1M Low: |
1.570 |
0.680 |
| 6M High / 6M Low: |
1.570 |
0.070 |
| High (YTD): |
14/05/2024 |
1.570 |
| Low (YTD): |
23/02/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.46% |
| Volatility 6M: |
|
365.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
