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UniCredit Call 550 NOC 18.09.2024/  DE000HD0BRP7  /

EUWAX
2024-05-16  8:15:25 PM Chg.+0.001 Bid8:30:12 PM Ask8:30:12 PM Underlying Strike price Expiration date Option type
0.024EUR +4.35% 0.025
Bid Size: 80,000		 0.030
Ask Size: 80,000		 Northrop Grumman Cor... 550.00 USD 2024-09-18 Call
 

Master data

WKN: HD0BRP
Issuer: UniCredit
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 550.00 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: 148.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.74
Time value: 0.03
Break-even: 508.03
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 20.83%
Delta: 0.12
Theta: -0.05
Omega: 18.06
Rho: 0.17
 

Quote data

Open: 0.017
High: 0.028
Low: 0.017
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -44.19%
3 Months
  -38.46%
YTD
  -78.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.023
1M High / 1M Low: 0.071 0.023
6M High / 6M Low: 0.180 0.023
High (YTD): 2024-01-16 0.140
Low (YTD): 2024-05-15 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.90%
Volatility 6M:   209.43%
Volatility 1Y:   -
Volatility 3Y:   -