UniCredit Call 500 NTH 18.12.2024
/ DE000HC49369
UniCredit Call 500 NTH 18.12.2024/ DE000HC49369 /
8/30/2024 7:32:39 PM |
Chg.+0.010 |
Bid9:57:58 PM |
Ask9:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+3.03% |
0.350 Bid Size: 45,000 |
0.360 Ask Size: 45,000 |
NORTHROP GRUMMAN DL ... |
500.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC4936 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORTHROP GRUMMAN DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 - |
Maturity: |
12/18/2024 |
Issue date: |
2/20/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
-0.26 |
Time value: |
0.36 |
Break-even: |
536.00 |
Moneyness: |
0.95 |
Premium: |
0.13 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
2.86% |
Delta: |
0.47 |
Theta: |
-0.22 |
Omega: |
6.24 |
Rho: |
0.56 |
Quote data
Open: |
0.320 |
High: |
0.340 |
Low: |
0.320 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.77% |
1 Month |
|
|
+61.90% |
3 Months |
|
|
+209.09% |
YTD |
|
|
+9.68% |
1 Year |
|
|
+21.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.280 |
1M High / 1M Low: |
0.340 |
0.210 |
6M High / 6M Low: |
0.340 |
0.041 |
High (YTD): |
1/15/2024 |
0.380 |
Low (YTD): |
7/10/2024 |
0.041 |
52W High: |
10/18/2023 |
0.610 |
52W Low: |
7/10/2024 |
0.041 |
Avg. price 1W: |
|
0.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.172 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.251 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
96.47% |
Volatility 6M: |
|
238.78% |
Volatility 1Y: |
|
211.51% |
Volatility 3Y: |
|
- |