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UniCredit Call 550 NTH 18.12.2024/  DE000HC49377  /

Frankfurt Zert./HVB
7/26/2024  7:41:06 PM Chg.+0.016 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.065EUR +32.65% 0.058
Bid Size: 80,000		 0.063
Ask Size: 80,000		 NORTHROP GRUMMAN DL ... 550.00 - 12/18/2024 Call
 

Master data

WKN: HC4937
Issuer: UniCredit
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 12/18/2024
Issue date: 2/20/2023
Last trading day: 12/17/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 69.13
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.08
Time value: 0.06
Break-even: 556.40
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 8.47%
Delta: 0.16
Theta: -0.08
Omega: 11.05
Rho: 0.25
 

Quote data

Open: 0.043
High: 0.065
Low: 0.006
Previous Close: 0.049
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+441.67%
1 Month  
+225.00%
3 Months
  -40.91%
YTD
  -59.38%
1 Year
  -65.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.018
1M High / 1M Low: 0.065 0.012
6M High / 6M Low: 0.130 0.008
High (YTD): 1/4/2024 0.210
Low (YTD): 6/19/2024 0.008
52W High: 10/18/2023 0.400
52W Low: 6/19/2024 0.008
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   0.135
Avg. volume 1Y:   0.000
Volatility 1M:   553.48%
Volatility 6M:   367.24%
Volatility 1Y:   288.23%
Volatility 3Y:   -