UC WAR. CALL 12/24 NTH/ DE000HC49369 /
| 2024-08-30 9:41:30 PM | Chg.+0.0200 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | +6.06% | 0.3500 Bid Size: 40,000 |
0.3600 Ask Size: 40,000 |
NORTHROP GRUMMAN DL ... | 500.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC4936 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.19 |
| Parity: | -0.26 |
| Time value: | 0.36 |
| Break-even: | 536.00 |
| Moneyness: | 0.95 |
| Premium: | 0.13 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.01 |
| Spread %: | 2.86% |
| Delta: | 0.47 |
| Theta: | -0.22 |
| Omega: | 6.24 |
| Rho: | 0.56 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3200 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +40.00% | ||
| 3 Months | +218.18% | ||
| YTD | +12.90% | ||
| 1 Year | +20.69% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2300 |
| 6M High / 6M Low: | 0.3500 | 0.0450 |
| High (YTD): | 2024-01-15 | 0.3800 |
| Low (YTD): | 2024-07-10 | 0.0450 |
| 52W High: | 2023-10-18 | 0.6000 |
| 52W Low: | 2024-07-10 | 0.0450 |
| Avg. price 1W: | 0.3080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2714 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1763 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2555 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 94.43% | |
| Volatility 6M: | 217.43% | |
| Volatility 1Y: | 195.00% | |
| Volatility 3Y: | - |
