UC WAR. CALL 03/25 NOT/ DE000HD4FHP1 /
| 15/11/2024 21:46:29 | Chg.-0.0060 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0500EUR | -10.71% | 0.0100 Bid Size: 15,000 |
0.1200 Ask Size: 15,000 |
Novartis AG | 105.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4FHP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 08/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 136.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.17 |
| Parity: | -0.70 |
| Time value: | 0.07 |
| Break-even: | 105.72 |
| Moneyness: | 0.93 |
| Premium: | 0.08 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.03 |
| Spread %: | 71.43% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 27.50 |
| Rho: | 0.06 |
Quote data
| Open: | 0.0320 |
|---|---|
| High: | 0.0500 |
| Low: | 0.0320 |
| Previous Close: | 0.0560 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.88% | ||
|---|---|---|---|
| 1 Month | -81.48% | ||
| 3 Months | -83.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0640 | 0.0510 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.0510 |
| 6M High / 6M Low: | 0.4300 | 0.0510 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1559 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2387 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 243.19% | |
| Volatility 6M: | 181.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
