UC WAR. CALL 09/24 NTH/ DE000HD0P2B0 /
| 2024-05-16 9:41:05 PM | Chg.+0.0200 | Bid2024-05-16 | Ask2024-05-16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | +6.25% | 0.3300 Bid Size: 45,000 |
0.3400 Ask Size: 45,000 |
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: | 0.3200 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3200 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.86% | ||
|---|---|---|---|
| 1 Month | +13.33% | ||
| 3 Months | +6.25% | ||
| YTD | -27.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.2900 |
| 6M High / 6M Low: | 0.6200 | 0.2600 |
| High (YTD): | 2024-01-15 | 0.5700 |
| Low (YTD): | 2024-01-29 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3771 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4146 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 166.70% | |
| Volatility 6M: | 127.27% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
