UniCredit Put 500 NOC 18.09.2024
/ DE000HD0BC41
UniCredit Put 500 NOC 18.09.2024/ DE000HD0BC41 /
| 2024-05-16 8:15:09 PM |
Chg.-0.020 |
Bid8:50:01 PM |
Ask8:50:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.320
Bid Size: 45,000 |
0.330
Ask Size: 45,000 |
Northrop Grumman Cor... |
500.00 USD |
2024-09-18 |
Put |
Master data
| WKN: |
HD0BC4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-12.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.28 |
| Time value: |
0.06 |
| Break-even: |
425.21 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.64 |
| Theta: |
-0.05 |
| Omega: |
-8.07 |
| Rho: |
-1.06 |
Quote data
| Open: |
0.320 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-36.00% |
| 3 Months |
|
|
-36.00% |
| YTD |
|
|
-23.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.500 |
0.250 |
| 6M High / 6M Low: |
0.620 |
0.250 |
| High (YTD): |
2024-01-29 |
0.620 |
| Low (YTD): |
2024-04-30 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.14% |
| Volatility 6M: |
|
133.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
