UC WAR. CALL 03/25 NOT/ DE000HD4FHN6 /
| 2024-12-20 9:46:21 PM | Chg.-0.0200 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -4.26% | 0.4300 Bid Size: 12,000 |
0.4600 Ask Size: 12,000 |
Novartis AG | 85.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4FHN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | - |
| Historic volatility: | 0.18 |
| Parity: | 0.81 |
| Time value: | -0.35 |
| Break-even: | 89.60 |
| Moneyness: | 1.10 |
| Premium: | -0.04 |
| Premium p.a.: | -0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 6.98% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3900 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | -58.33% | ||
| 3 Months | -71.70% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 1.0800 | 0.4500 |
| 6M High / 6M Low: | 1.9800 | 0.4500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7224 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3435 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.47% | |
| Volatility 6M: | 110.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
