UniCredit Call 11.5 NDX1 19.03.2025
/ DE000HD4HVT0
UniCredit Call 11.5 NDX1 19.03.20.../ DE000HD4HVT0 /
| 1/24/2025 7:33:13 PM |
Chg.+0.030 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
0.500
Bid Size: 8,000 |
0.540
Ask Size: 8,000 |
NORDEX SE O.N. |
11.50 - |
3/19/2025 |
Call |
Master data
| WKN: |
HD4HVT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
3/19/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.40 |
| Parity: |
0.16 |
| Time value: |
0.36 |
| Break-even: |
12.02 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
13.39 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.550 |
| Low: |
0.490 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
+4.08% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
+18.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.460 |
| 1M High / 1M Low: |
0.630 |
0.410 |
| 6M High / 6M Low: |
0.810 |
0.410 |
| High (YTD): |
1/15/2025 |
0.630 |
| Low (YTD): |
1/8/2025 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.623 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.34% |
| Volatility 6M: |
|
97.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |