UC WAR. CALL 06/25 NTH/ DE000HC8N6W3 /
| 2024-10-04 9:40:24 PM | Chg.+0.0100 | Bid9:55:31 PM | Ask9:55:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | +1.04% | 0.9600 Bid Size: 35,000 |
0.9800 Ask Size: 35,000 |
NORTHROP GRUMMAN DL ... | 450.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC8N6W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-08-14 |
| Last trading day: | 2025-06-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.19 |
| Parity: | 0.39 |
| Time value: | 0.59 |
| Break-even: | 548.00 |
| Moneyness: | 1.09 |
| Premium: | 0.12 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.02 |
| Spread %: | 2.08% |
| Delta: | 0.68 |
| Theta: | -0.15 |
| Omega: | 3.40 |
| Rho: | 1.65 |
Quote data
| Open: | 0.9500 |
|---|---|
| High: | 0.9700 |
| Low: | 0.9500 |
| Previous Close: | 0.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.49% | ||
|---|---|---|---|
| 1 Month | +21.25% | ||
| 3 Months | +193.94% | ||
| YTD | +46.97% | ||
| 1 Year | +73.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.8600 |
|---|---|---|
| 1M High / 1M Low: | 1.0200 | 0.7800 |
| 6M High / 6M Low: | 1.0200 | 0.2900 |
| High (YTD): | 2024-10-01 | 1.0200 |
| Low (YTD): | 2024-07-10 | 0.2900 |
| 52W High: | 2024-10-01 | 1.0200 |
| 52W Low: | 2024-07-10 | 0.2900 |
| Avg. price 1W: | 0.9600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8705 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5931 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6400 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 89.05% | |
| Volatility 6M: | 102.87% | |
| Volatility 1Y: | 103.58% | |
| Volatility 3Y: | - |
