UniCredit Call 450 NTH 18.12.2024
/ DE000HC547Z7
UniCredit Call 450 NTH 18.12.2024/ DE000HC547Z7 /
30/08/2024 19:41:21 |
Chg.+0.010 |
Bid21:56:58 |
Ask21:56:58 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+1.43% |
0.720 Bid Size: 35,000 |
0.730 Ask Size: 35,000 |
NORTHROP GRUMMAN DL ... |
450.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC547Z |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORTHROP GRUMMAN DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
18/12/2024 |
Issue date: |
17/03/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.58 |
Historic volatility: |
0.19 |
Parity: |
0.24 |
Time value: |
0.49 |
Break-even: |
523.00 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.01 |
Spread %: |
1.39% |
Delta: |
0.64 |
Theta: |
-0.28 |
Omega: |
4.14 |
Rho: |
0.68 |
Quote data
Open: |
0.690 |
High: |
0.710 |
Low: |
0.680 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.41% |
1 Month |
|
|
+39.22% |
3 Months |
|
|
+144.83% |
YTD |
|
|
+33.96% |
1 Year |
|
|
+47.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.620 |
1M High / 1M Low: |
0.710 |
0.510 |
6M High / 6M Low: |
0.710 |
0.140 |
High (YTD): |
30/08/2024 |
0.710 |
Low (YTD): |
10/07/2024 |
0.140 |
52W High: |
18/10/2023 |
0.880 |
52W Low: |
10/07/2024 |
0.140 |
Avg. price 1W: |
|
0.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.583 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.389 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.470 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
62.48% |
Volatility 6M: |
|
163.32% |
Volatility 1Y: |
|
152.43% |
Volatility 3Y: |
|
- |