UC WAR. CALL 12/24 NTH/ DE000HC547Z7 /
| 2024-08-30 9:42:26 PM | Chg.+0.0200 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | +2.86% | 0.7200 Bid Size: 30,000 |
0.7300 Ask Size: 30,000 |
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: | 6.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.19 |
| Parity: | 0.24 |
| Time value: | 0.49 |
| Break-even: | 523.00 |
| Moneyness: | 1.05 |
| Premium: | 0.10 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.01 |
| Spread %: | 1.39% |
| Delta: | 0.64 |
| Theta: | -0.28 |
| Omega: | 4.14 |
| Rho: | 0.68 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6900 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.13% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | +148.28% | ||
| YTD | +33.33% | ||
| 1 Year | +50.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.5300 |
| 6M High / 6M Low: | 0.7200 | 0.1500 |
| High (YTD): | 2024-08-30 | 0.7200 |
| Low (YTD): | 2024-07-10 | 0.1500 |
| 52W High: | 2023-10-18 | 0.8600 |
| 52W Low: | 2024-07-10 | 0.1500 |
| Avg. price 1W: | 0.6620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5943 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3942 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4753 | |
| Avg. volume 1Y: | 2.5197 | |
| Volatility 1M: | 62.35% | |
| Volatility 6M: | 159.92% | |
| Volatility 1Y: | 147.13% | |
| Volatility 3Y: | - |
