UC WAR. CALL 12/24 NTH/ DE000HC547Z7 /
| 2024-07-26 9:41:30 PM | Chg.+0.0800 | Bid9:55:01 PM | Ask9:55:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +21.05% | 0.4400 Bid Size: 45,000 |
0.4500 Ask Size: 45,000 |
NORTHROP GRUMMAN DL ... | 450.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC547Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.19 |
| Parity: | -0.08 |
| Time value: | 0.45 |
| Break-even: | 495.00 |
| Moneyness: | 0.98 |
| Premium: | 0.12 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.01 |
| Spread %: | 2.27% |
| Delta: | 0.55 |
| Theta: | -0.18 |
| Omega: | 5.38 |
| Rho: | 0.78 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4600 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +119.05% | ||
|---|---|---|---|
| 1 Month | +130.00% | ||
| 3 Months | -11.54% | ||
| YTD | -14.81% | ||
| 1 Year | -16.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.1500 |
| 6M High / 6M Low: | 0.5900 | 0.1500 |
| High (YTD): | 2024-01-15 | 0.6400 |
| Low (YTD): | 2024-07-10 | 0.1500 |
| 52W High: | 2023-10-18 | 0.8600 |
| 52W Low: | 2024-07-10 | 0.1500 |
| Avg. price 1W: | 0.2960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2136 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3609 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4684 | |
| Avg. volume 1Y: | 2.5000 | |
| Volatility 1M: | 282.13% | |
| Volatility 6M: | 158.43% | |
| Volatility 1Y: | 145.26% | |
| Volatility 3Y: | - |
