UC WAR. CALL 12/25 NTH/ DE000HD28WX1 /
| 2024-11-08 9:41:32 PM | Chg.+0.0800 | Bid9:55:58 PM | Ask9:55:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | +8.70% | 0.9900 Bid Size: 35,000 |
1.0000 Ask Size: 35,000 |
NORTHROP GRUMMAN DL ... | 450.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD28WX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-01-29 |
| Last trading day: | 2025-12-16 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.16 |
| Parity: | 0.44 |
| Time value: | 0.56 |
| Break-even: | 550.00 |
| Moneyness: | 1.10 |
| Premium: | 0.11 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 1.01% |
| Delta: | 0.70 |
| Theta: | -0.10 |
| Omega: | 3.47 |
| Rho: | 2.72 |
Quote data
| Open: | 0.8900 |
|---|---|
| High: | 1.0000 |
| Low: | 0.8900 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.05% | ||
|---|---|---|---|
| 1 Month | -3.85% | ||
| 3 Months | +28.21% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.8200 |
| 6M High / 6M Low: | 1.1100 | 0.3900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9435 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7482 | |
| Avg. volume 6M: | 39.2424 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.75% | |
| Volatility 6M: | 83.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
