UniCredit Call 500 NTH 18.09.2024
/ DE000HD0BRN2
UniCredit Call 500 NTH 18.09.2024/ DE000HD0BRN2 /
| 8/9/2024 7:33:00 PM |
Chg.-0.020 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.100
Bid Size: 70,000 |
0.110
Ask Size: 70,000 |
NORTHROP GRUMMAN DL ... |
500.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0BRN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORTHROP GRUMMAN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
-0.50 |
| Time value: |
0.09 |
| Break-even: |
509.30 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.01 |
| Spread %: |
5.68% |
| Delta: |
0.26 |
| Theta: |
-0.27 |
| Omega: |
12.56 |
| Rho: |
0.12 |
Quote data
| Open: |
0.078 |
| High: |
0.090 |
| Low: |
0.078 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+328.57% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
-60.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.093 |
| 1M High / 1M Low: |
0.120 |
0.013 |
| 6M High / 6M Low: |
0.200 |
0.013 |
| High (YTD): |
1/4/2024 |
0.310 |
| Low (YTD): |
7/15/2024 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
692.76% |
| Volatility 6M: |
|
361.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
