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UniCredit Call 500 NTH 18.12.2024/  DE000HC49369  /

Frankfurt Zert./HVB
11/8/2024  7:33:47 PM Chg.+0.080 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
0.330EUR +32.00% 0.320
Bid Size: 35,000		 0.330
Ask Size: 35,000		 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: 14.96
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.16
Parity: -0.06
Time value: 0.33
Break-even: 533.00
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.51
Theta: -0.47
Omega: 7.69
Rho: 0.24
 

Quote data

Open: 0.240
High: 0.330
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+73.68%
1 Month
  -17.50%
3 Months  
+43.48%
YTD  
+6.45%
1 Year
  -10.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.180
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: 0.530 0.041
High (YTD): 10/1/2024 0.530
Low (YTD): 7/10/2024 0.041
52W High: 10/1/2024 0.530
52W Low: 7/10/2024 0.041
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.243
Avg. volume 1Y:   0.000
Volatility 1M:   251.76%
Volatility 6M:   259.60%
Volatility 1Y:   205.82%
Volatility 3Y:   -