UC WAR. CALL 12/24 NTH/ DE000HD6JGS4 /
| 8/22/2024 11:42:08 AM | Chg.- | Bid12:16:02 PM | Ask8/22/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | - | 0.8300 Bid Size: 20,000 |
- Ask Size: 15,000 |
NORTHROP GRUMMAN DL ... | 420.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD6JGS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/24/2024 |
| Last trading day: | 8/22/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.19 |
| Parity: | 0.54 |
| Time value: | 0.30 |
| Break-even: | 504.00 |
| Moneyness: | 1.13 |
| Premium: | 0.06 |
| Premium p.a.: | 0.23 |
| Spread abs.: | -0.02 |
| Spread %: | -2.33% |
| Delta: | 0.73 |
| Theta: | -0.23 |
| Omega: | 4.10 |
| Rho: | 0.78 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8300 |
| Low: | 0.8300 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +9.21% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.7500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.8012 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 43.57% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
