UniCredit Call 480 NTH 18.12.2024
/ DE000HD43XZ3
UniCredit Call 480 NTH 18.12.2024/ DE000HD43XZ3 /
| 24/09/2024 09:15:31 |
Chg.- |
Bid21:55:11 |
Ask21:55:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NORTHROP GRUMMAN DL ... |
480.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD43XZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORTHROP GRUMMAN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
25/03/2024 |
| Last trading day: |
24/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.19 |
| Parity: |
0.09 |
| Time value: |
0.49 |
| Break-even: |
538.00 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.06 |
| Spread %: |
11.54% |
| Delta: |
0.59 |
| Theta: |
-0.37 |
| Omega: |
4.98 |
| Rho: |
0.47 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.15% |
| 3 Months |
|
|
+582.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.560 |
0.400 |
| 6M High / 6M Low: |
0.560 |
0.069 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.00% |
| Volatility 6M: |
|
216.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
