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UniCredit Call 450 NTH 18.09.2024/  DE000HD0P2B0  /

Frankfurt Zert./HVB
2024-06-05  7:16:56 PM Chg.-0.040 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.150EUR -21.05% 0.150
Bid Size: 70,000		 0.160
Ask Size: 70,000		 NORTHROP GRUMMAN DL ... 450.00 - 2024-09-18 Call
 

Master data

WKN: HD0P2B
Issuer: UniCredit
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-09-18
Issue date: 2023-11-13
Last trading day: 2024-09-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.60
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -0.38
Time value: 0.20
Break-even: 470.00
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.39
Theta: -0.16
Omega: 7.96
Rho: 0.40
 

Quote data

Open: 0.180
High: 0.190
Low: 0.150
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -54.55%
3 Months
  -59.46%
YTD
  -67.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.380 0.180
6M High / 6M Low: 0.610 0.180
High (YTD): 2024-01-04 0.570
Low (YTD): 2024-05-30 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.03%
Volatility 6M:   133.42%
Volatility 1Y:   -
Volatility 3Y:   -