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UniCredit Call 500 NTH 18.12.2024/  DE000HC49369  /

Frankfurt Zert./HVB
20/09/2024  19:28:28 Chg.+0.040 Bid21:50:45 Ask21:50:45 Underlying Strike price Expiration date Option type
0.360EUR +12.50% 0.350
Bid Size: 40,000		 0.370
Ask Size: 40,000		 NORTHROP GRUMMAN DL ... 500.00 - 18/12/2024 Call
 

Master data

WKN: HC4936
Issuer: UniCredit
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 18/12/2024
Issue date: 20/02/2023
Last trading day: 17/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.71
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -0.30
Time value: 0.37
Break-even: 537.00
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.47
Theta: -0.29
Omega: 5.94
Rho: 0.44
 

Quote data

Open: 0.320
High: 0.360
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+33.33%
3 Months  
+500.00%
YTD  
+16.13%
1 Year  
+38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.370 0.260
6M High / 6M Low: 0.370 0.041
High (YTD): 15/01/2024 0.380
Low (YTD): 10/07/2024 0.041
52W High: 18/10/2023 0.610
52W Low: 10/07/2024 0.041
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.325
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   0.000
Volatility 1M:   131.29%
Volatility 6M:   240.44%
Volatility 1Y:   211.30%
Volatility 3Y:   -