UC WAR. CALL 09/24 NTH/ DE000HD0BRN2 /
| 09/08/2024 21:40:50 | Chg.-0.0080 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0920EUR | -8.00% | 0.0940 Bid Size: 70,000 |
0.0990 Ask Size: 70,000 |
NORTHROP GRUMMAN DL ... | 500.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0BRN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 31/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 48.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.19 |
| Parity: | -0.50 |
| Time value: | 0.09 |
| Break-even: | 509.30 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 2.09 |
| Spread abs.: | 0.01 |
| Spread %: | 5.68% |
| Delta: | 0.26 |
| Theta: | -0.27 |
| Omega: | 12.56 |
| Rho: | 0.12 |
Quote data
| Open: | 0.0770 |
|---|---|
| High: | 0.0920 |
| Low: | 0.0770 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.33% | ||
|---|---|---|---|
| 1 Month | +338.10% | ||
| 3 Months | -23.33% | ||
| YTD | -61.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0990 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0200 |
| 6M High / 6M Low: | 0.2100 | 0.0200 |
| High (YTD): | 15/01/2024 | 0.3000 |
| Low (YTD): | 17/07/2024 | 0.0200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1098 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0549 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0969 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 555.81% | |
| Volatility 6M: | 281.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
