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UniCredit Call 500 NTH 18.12.2024/  DE000HC49369  /

EUWAX
8/30/2024  8:27:02 PM Chg.+0.010 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.350
Bid Size: 40,000		 0.360
Ask Size: 40,000		 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: 0.350
Low: 0.320
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.62%
1 Month  
+66.67%
3 Months  
+218.18%
YTD  
+12.90%
1 Year  
+20.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.350 0.210
6M High / 6M Low: 0.350 0.042
High (YTD): 1/15/2024 0.380
Low (YTD): 7/10/2024 0.042
52W High: 10/20/2023 0.590
52W Low: 7/10/2024 0.042
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   111.55%
Volatility 6M:   243.03%
Volatility 1Y:   214.32%
Volatility 3Y:   -