UC WAR. CALL 09/24 NTH/ DE000HD0P2B0 /
| 8/9/2024 5:42:15 PM | Chg.0.0000 | Bid6:20:22 PM | Ask6:20:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | 0.00% | 0.4200 Bid Size: 35,000 |
0.4300 Ask Size: 35,000 |
NORTHROP GRUMMAN DL ... | 450.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0P2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/13/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.19 |
| Parity: | 0.00 |
| Time value: | 0.42 |
| Break-even: | 492.00 |
| Moneyness: | 1.00 |
| Premium: | 0.09 |
| Premium p.a.: | 1.25 |
| Spread abs.: | 0.01 |
| Spread %: | 2.44% |
| Delta: | 0.55 |
| Theta: | -0.53 |
| Omega: | 5.93 |
| Rho: | 0.23 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4300 |
| Low: | 0.4000 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.27% | ||
|---|---|---|---|
| 1 Month | +489.04% | ||
| 3 Months | +22.86% | ||
| YTD | -8.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.0680 |
| 6M High / 6M Low: | 0.5000 | 0.0680 |
| High (YTD): | 1/15/2024 | 0.5700 |
| Low (YTD): | 7/10/2024 | 0.0680 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2394 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2821 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 529.32% | |
| Volatility 6M: | 266.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
