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UniCredit Call 500 NOC 18.09.2024/  DE000HD0BRN2  /

EUWAX
2024-05-16  8:15:25 PM Chg.+0.010 Bid9:06:35 PM Ask9:06:35 PM Underlying Strike price Expiration date Option type
0.100EUR +11.11% 0.100
Bid Size: 80,000		 0.110
Ask Size: 80,000		 Northrop Grumman Cor... 500.00 USD 2024-09-18 Call
 

Master data

WKN: HD0BRN
Issuer: UniCredit
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2024-09-18
Issue date: 2023-10-31
Last trading day: 2024-09-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 44.47
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -0.28
Time value: 0.10
Break-even: 468.91
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 5.43%
Delta: 0.34
Theta: -0.08
Omega: 15.07
Rho: 0.47
 

Quote data

Open: 0.090
High: 0.100
Low: 0.085
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -16.67%
3 Months
  -16.67%
YTD
  -56.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.340 0.090
High (YTD): 2024-01-03 0.300
Low (YTD): 2024-05-15 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.21%
Volatility 6M:   178.70%
Volatility 1Y:   -
Volatility 3Y:   -