UC WAR. CALL 03/25 NOT/ DE000HD4FHN6 /
| 15/11/2024 21:45:31 | Chg.-0.1100 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8400EUR | -11.58% | 0.7900 Bid Size: 8,000 |
0.9100 Ask Size: 8,000 |
Novartis AG | 85.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4FHN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 08/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.41 |
|---|---|
| Intrinsic value: | 1.30 |
| Implied volatility: | - |
| Historic volatility: | 0.17 |
| Parity: | 1.30 |
| Time value: | -0.35 |
| Break-even: | 94.50 |
| Moneyness: | 1.15 |
| Premium: | -0.04 |
| Premium p.a.: | -0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 3.26% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.8400 |
|---|---|
| High: | 0.8800 |
| Low: | 0.8400 |
| Previous Close: | 0.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.15% | ||
|---|---|---|---|
| 1 Month | -49.70% | ||
| 3 Months | -47.83% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.8000 | 0.9200 |
| 6M High / 6M Low: | 1.9800 | 0.9200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3335 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4221 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.28% | |
| Volatility 6M: | 95.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
