UC WAR. CALL 12/24 NTH/ DE000HC49377 /
| 2024-08-30 9:41:01 PM | Chg.+0.0100 | Bid2024-08-30 | Ask2024-08-30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | +9.09% | 0.1200 Bid Size: 70,000 |
0.1300 Ask Size: 70,000 |
NORTHROP GRUMMAN DL ... | 550.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC4937 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 36.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.19 |
| Parity: | -0.76 |
| Time value: | 0.13 |
| Break-even: | 563.00 |
| Moneyness: | 0.86 |
| Premium: | 0.19 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.01 |
| Spread %: | 8.33% |
| Delta: | 0.26 |
| Theta: | -0.15 |
| Omega: | 9.55 |
| Rho: | 0.33 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1200 |
| Low: | 0.1100 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +36.36% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | +242.86% | ||
| YTD | -29.41% | ||
| 1 Year | -25.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0880 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0790 |
| 6M High / 6M Low: | 0.1400 | 0.0080 |
| High (YTD): | 2024-01-16 | 0.2100 |
| Low (YTD): | 2024-06-19 | 0.0080 |
| 52W High: | 2023-10-20 | 0.3900 |
| 52W Low: | 2024-06-19 | 0.0080 |
| Avg. price 1W: | 0.1016 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0925 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0669 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1286 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 169.59% | |
| Volatility 6M: | 430.15% | |
| Volatility 1Y: | 336.20% | |
| Volatility 3Y: | - |
