UC WAR. CALL 03/25 NOT/ DE000HD43LF0 /
| 2024-12-20 9:46:48 PM | Chg.-0.0050 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0340EUR | -12.82% | 0.0240 Bid Size: 20,000 |
0.0490 Ask Size: 20,000 |
Novartis AG | 100.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD43LF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 189.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.18 |
| Parity: | -0.69 |
| Time value: | 0.05 |
| Break-even: | 100.49 |
| Moneyness: | 0.93 |
| Premium: | 0.08 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.03 |
| Spread %: | 104.17% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 30.64 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0080 |
|---|---|
| High: | 0.0340 |
| Low: | 0.0080 |
| Previous Close: | 0.0390 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.07% | ||
|---|---|---|---|
| 1 Month | -75.71% | ||
| 3 Months | -92.27% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0420 | 0.0340 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0340 |
| 6M High / 6M Low: | 0.7100 | 0.0340 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0390 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0740 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3577 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 214.22% | |
| Volatility 6M: | 185.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
