UniCredit Call 25 NESTE 18.12.2024
/ DE000HD2NCR6
UniCredit Call 25 NESTE 18.12.202.../ DE000HD2NCR6 /
| 2024-05-29 3:54:32 PM |
Chg.-0.014 |
Bid4:14:34 PM |
Ask4:14:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-15.91% |
0.074
Bid Size: 125,000 |
0.079
Ask Size: 125,000 |
Neste Corporation |
25.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD2NCR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-0.52 |
| Time value: |
0.11 |
| Break-even: |
26.10 |
| Moneyness: |
0.79 |
| Premium: |
0.32 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
5.62 |
| Rho: |
0.03 |
Quote data
| Open: |
0.087 |
| High: |
0.089 |
| Low: |
0.074 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.00% |
| 1 Month |
|
|
-50.67% |
| 3 Months |
|
|
-78.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.088 |
| 1M High / 1M Low: |
0.190 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
