UC WAR. CALL 09/24 NTH/ DE000HD1KNP5 /
| 09/08/2024 19:41:00 | Chg.-0.0100 | Bid21:21:13 | Ask21:21:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | -4.76% | 0.1900 Bid Size: 45,000 |
0.2000 Ask Size: 45,000 |
NORTHROP GRUMMAN DL ... | 480.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD1KNP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 02/01/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.19 |
| Parity: | -0.30 |
| Time value: | 0.20 |
| Break-even: | 500.00 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 1.61 |
| Spread abs.: | 0.01 |
| Spread %: | 5.26% |
| Delta: | 0.40 |
| Theta: | -0.39 |
| Omega: | 8.94 |
| Rho: | 0.17 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.2000 |
| Low: | 0.1800 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | +566.67% | ||
| 3 Months | +5.26% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0290 |
| 6M High / 6M Low: | 0.3100 | 0.0290 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1060 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1517 | |
| Avg. volume 6M: | 35.7795 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 738.89% | |
| Volatility 6M: | 349.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
