UniCredit Call 520 NTH 18.12.2024
/ DE000HD4W914
UniCredit Call 520 NTH 18.12.2024/ DE000HD4W914 /
| 08/11/2024 19:28:56 |
Chg.+0.060 |
Bid21:16:40 |
Ask21:16:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+50.00% |
0.170
Bid Size: 45,000 |
0.180
Ask Size: 45,000 |
NORTHROP GRUMMAN DL ... |
520.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD4W91 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORTHROP GRUMMAN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
-0.26 |
| Time value: |
0.18 |
| Break-even: |
538.00 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.39 |
| Theta: |
-0.36 |
| Omega: |
10.77 |
| Rho: |
0.19 |
Quote data
| Open: |
0.120 |
| High: |
0.180 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.00% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.094 |
| 1M High / 1M Low: |
0.280 |
0.088 |
| 6M High / 6M Low: |
0.400 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
454.545 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.98% |
| Volatility 6M: |
|
291.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
