UniCredit Call 18 NDX1 18.12.2024
/ DE000HC80PH1
UniCredit Call 18 NDX1 18.12.2024/ DE000HC80PH1 /
| 6/18/2024 6:37:46 PM |
Chg.-0.010 |
Bid6:49:07 PM |
Ask6:49:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-3.03% |
0.320
Bid Size: 14,000 |
0.360
Ask Size: 14,000 |
NORDEX SE O.N. |
18.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC80PH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
7/13/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.41 |
| Parity: |
-5.50 |
| Time value: |
0.40 |
| Break-even: |
18.40 |
| Moneyness: |
0.69 |
| Premium: |
0.47 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.08 |
| Spread %: |
25.00% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
6.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-67.35% |
| 3 Months |
|
|
+10.34% |
| YTD |
|
|
+3.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.300 |
| 1M High / 1M Low: |
0.930 |
0.300 |
| 6M High / 6M Low: |
1.290 |
0.086 |
| High (YTD): |
5/14/2024 |
1.290 |
| Low (YTD): |
2/23/2024 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.47% |
| Volatility 6M: |
|
298.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
