A penetration warhead of a positively position-controlled roll-stabilized missile. The warhead has a main axis and includes a nose section which is asymmetric with respect to the main axis of the warhead, the asymmetry is selected such that upon impacting a target the forces acting on the nose section create a moment about the warhead's center of gravity which directs the penetration warhead in a direction which is substantially toward the perpendicular, thereby increasing the warhead's penetration depth.