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UniCredit Call 450 NTH 18.12.2024/  DE000HC547Z7  /

Frankfurt Zert./HVB
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:   -