UniCredit Call 450 NTH 18.12.2024
/ DE000HC547Z7
UniCredit Call 450 NTH 18.12.2024/ DE000HC547Z7 /
| 23/09/2024 11:50:21 |
Chg.-0.010 |
Bid21:58:15 |
Ask23/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-1.35% |
-
Bid Size: - |
-
Ask Size: - |
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: |
23/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.35 |
| Break-even: |
524.00 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
-0.06 |
| Spread %: |
-7.50% |
| Delta: |
0.68 |
| Theta: |
-0.34 |
| Omega: |
4.50 |
| Rho: |
0.52 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.80% |
| 3 Months |
|
|
+329.41% |
| YTD |
|
|
+37.74% |
| 1 Year |
|
|
+73.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.740 |
0.630 |
| 6M High / 6M Low: |
0.750 |
0.140 |
| High (YTD): |
03/09/2024 |
0.750 |
| Low (YTD): |
10/07/2024 |
0.140 |
| 52W High: |
18/10/2023 |
0.880 |
| 52W Low: |
10/07/2024 |
0.140 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.486 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
95.90% |
| Volatility 6M: |
|
166.49% |
| Volatility 1Y: |
|
153.14% |
| Volatility 3Y: |
|
- |
