UniCredit Call 450 NTH 18.09.2024
/ DE000HD0P2B0
UniCredit Call 450 NTH 18.09.2024/ DE000HD0P2B0 /
| 2024-05-16 9:20:05 AM |
Chg.0.000 |
Bid10:00:03 AM |
Ask10:00:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
0.320
Bid Size: 20,000 |
0.330
Ask Size: 20,000 |
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: |
13.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
-0.19 |
| Time value: |
0.33 |
| Break-even: |
483.00 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.49 |
| Theta: |
-0.17 |
| Omega: |
6.44 |
| Rho: |
0.61 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-34.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.500 |
0.280 |
| 6M High / 6M Low: |
0.620 |
0.260 |
| High (YTD): |
2024-01-15 |
0.560 |
| Low (YTD): |
2024-01-29 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.52% |
| Volatility 6M: |
|
131.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
