UC WAR. CALL 09/24 NTH/ DE000HD0BRN2 /
| 7/12/2024 7:42:09 PM | Chg.-0.0010 | Bid9:02:11 PM | Ask9:02:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0230EUR | -4.17% | 0.0180 Bid Size: 90,000 |
0.0230 Ask Size: 90,000 |
NORTHROP GRUMMAN DL ... | 500.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0BRN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/31/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 137.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.19 |
| Parity: | -1.03 |
| Time value: | 0.03 |
| Break-even: | 502.90 |
| Moneyness: | 0.79 |
| Premium: | 0.27 |
| Premium p.a.: | 2.54 |
| Spread abs.: | 0.01 |
| Spread %: | 20.83% |
| Delta: | 0.10 |
| Theta: | -0.09 |
| Omega: | 13.75 |
| Rho: | 0.07 |
Quote data
| Open: | 0.0240 |
|---|---|
| High: | 0.0240 |
| Low: | 0.0230 |
| Previous Close: | 0.0240 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.17% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -84.67% | ||
| YTD | -90.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0240 | 0.0210 |
|---|---|---|
| 1M High / 1M Low: | 0.0300 | 0.0210 |
| 6M High / 6M Low: | 0.3000 | 0.0210 |
| High (YTD): | 1/15/2024 | 0.3000 |
| Low (YTD): | 7/10/2024 | 0.0210 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0226 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0241 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1168 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 154.94% | |
| Volatility 6M: | 170.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
