UC WAR. CALL 09/24 NTH/ DE000HD0P2B0 /
| 06/06/2024 11:40:39 | Chg.0.0000 | Bid12:00:16 | Ask12:00:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | 0.00% | 0.1600 Bid Size: 40,000 |
0.1700 Ask Size: 40,000 |
NORTHROP GRUMMAN DL ... | 450.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0P2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORTHROP GRUMMAN DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 13/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.19 |
| Parity: | -0.43 |
| Time value: | 0.16 |
| Break-even: | 466.00 |
| Moneyness: | 0.90 |
| Premium: | 0.15 |
| Premium p.a.: | 0.61 |
| Spread abs.: | 0.01 |
| Spread %: | 6.67% |
| Delta: | 0.35 |
| Theta: | -0.15 |
| Omega: | 8.83 |
| Rho: | 0.36 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1600 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.79% | ||
|---|---|---|---|
| 1 Month | -52.94% | ||
| 3 Months | -57.89% | ||
| YTD | -65.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.1600 |
| 6M High / 6M Low: | 0.6200 | 0.1600 |
| High (YTD): | 15/01/2024 | 0.5700 |
| Low (YTD): | 05/06/2024 | 0.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2996 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3834 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.86% | |
| Volatility 6M: | 132.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
