UC WAR. CALL 09/24 NTH/ DE000HD0BRN2 /
| 2024-06-06 9:42:16 AM | Chg.0.0000 | Bid2024-06-06 | Ask2024-06-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0400EUR | 0.00% | 0.0310 Bid Size: 30,000 |
0.0440 Ask Size: 30,000 |
NORTHROP GRUMMAN DL ... | 500.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0BRN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-09-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 87.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.19 |
| Parity: | -0.88 |
| Time value: | 0.05 |
| Break-even: | 504.70 |
| Moneyness: | 0.82 |
| Premium: | 0.22 |
| Premium p.a.: | 1.02 |
| Spread abs.: | 0.01 |
| Spread %: | 11.90% |
| Delta: | 0.15 |
| Theta: | -0.08 |
| Omega: | 12.87 |
| Rho: | 0.16 |
Quote data
| Open: | 0.0400 |
|---|---|
| High: | 0.0400 |
| Low: | 0.0400 |
| Previous Close: | 0.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.04% | ||
|---|---|---|---|
| 1 Month | -63.64% | ||
| 3 Months | -75.00% | ||
| YTD | -83.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0500 | 0.0400 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0400 |
| 6M High / 6M Low: | 0.3500 | 0.0400 |
| High (YTD): | 2024-01-15 | 0.3000 |
| Low (YTD): | 2024-06-05 | 0.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0462 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0879 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1656 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.31% | |
| Volatility 6M: | 166.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
