UC WAR. CALL 12/24 NTH/ DE000HD43XZ3 /
| 24/09/2024 11:40:44 | Chg.- | Bid12:00:22 | Ask24/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | - | 0.5600 Bid Size: 20,000 |
- Ask Size: 15,000 |
NORTHROP GRUMMAN DL ... | 480.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD43XZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 25/03/2024 |
| Last trading day: | 24/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.19 |
| Parity: | 0.09 |
| Time value: | 0.49 |
| Break-even: | 538.00 |
| Moneyness: | 1.02 |
| Premium: | 0.10 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.06 |
| Spread %: | 11.54% |
| Delta: | 0.59 |
| Theta: | -0.37 |
| Omega: | 4.98 |
| Rho: | 0.47 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5600 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +23.91% | ||
| 3 Months | +562.79% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.4400 |
| 6M High / 6M Low: | 0.5700 | 0.0710 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.4917 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2716 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.86% | |
| Volatility 6M: | 194.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
