UniCredit Call 460 NTH 18.09.2024
/ DE000HD6T295
UniCredit Call 460 NTH 18.09.2024/ DE000HD6T295 /
| 14/08/2024 13:16:48 |
Chg.+0.040 |
Bid21:59:25 |
Ask14/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
NORTHROP GRUMMAN DL ... |
460.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD6T29 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORTHROP GRUMMAN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
01/07/2024 |
| Last trading day: |
14/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.27 |
| Break-even: |
502.00 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
11.43 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.33% |
| Delta: |
0.61 |
| Theta: |
-2.09 |
| Omega: |
6.87 |
| Rho: |
0.05 |
Quote data
| Open: |
0.400 |
| High: |
0.420 |
| Low: |
0.400 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.420 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
