UC WAR. CALL 06/25 NTH/ DE000HC7U6S3 /
2024-10-04 9:40:17 PM | Chg.+0.0200 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6300EUR | +0.55% | 3.5300 Bid Size: 4,000 |
3.7100 Ask Size: 4,000 |
NORTHROP GRUMMAN DL ... | 550.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7U6S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NORTHROP GRUMMAN DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 550.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-30 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.18 |
Leverage: | Yes |
Calculated values
Fair value: | 1.34 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.19 |
Parity: | -6.09 |
Time value: | 3.71 |
Break-even: | 587.10 |
Moneyness: | 0.89 |
Premium: | 0.20 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.18 |
Spread %: | 5.10% |
Delta: | 0.43 |
Theta: | -0.12 |
Omega: | 5.61 |
Rho: | 1.20 |
Quote data
Open: | 3.5100 |
---|---|
High: | 3.6300 |
Low: | 3.5100 |
Previous Close: | 3.6100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +26.48% | ||
---|---|---|---|
1 Month | +32.97% | ||
3 Months | +390.54% | ||
YTD | +32.48% | ||
1 Year | +48.16% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.9700 | 2.8800 |
---|---|---|
1M High / 1M Low: | 3.9700 | 2.5700 |
6M High / 6M Low: | 3.9700 | 0.6200 |
High (YTD): | 2024-10-01 | 3.9700 |
Low (YTD): | 2024-07-10 | 0.6200 |
52W High: | 2023-10-18 | 5.3200 |
52W Low: | 2024-07-10 | 0.6200 |
Avg. price 1W: | 3.5780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.9895 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8640 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.3822 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 169.92% | |
Volatility 6M: | 174.96% | |
Volatility 1Y: | 164.67% | |
Volatility 3Y: | - |