UC WAR. CALL 03/25 NTH/ DE000HD5J4J2 /
| 04/10/2024 21:41:30 | Chg.-0.0100 | Bid21:48:13 | Ask21:48:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | -1.45% | 0.6800 Bid Size: 35,000 |
0.6900 Ask Size: 35,000 |
NORTHROP GRUMMAN DL ... | 480.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD5J4J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 13/05/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.19 |
| Parity: | 0.09 |
| Time value: | 0.60 |
| Break-even: | 549.00 |
| Moneyness: | 1.02 |
| Premium: | 0.12 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.01 |
| Spread %: | 1.47% |
| Delta: | 0.60 |
| Theta: | -0.20 |
| Omega: | 4.28 |
| Rho: | 1.02 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6800 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.25% | ||
|---|---|---|---|
| 1 Month | +25.93% | ||
| 3 Months | +325.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 0.7400 | 0.5200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6005 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.41% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
