UC WAR. CALL 03/25 NOT/ DE000HD70FF5 /
06/09/2024 21:46:58 | Chg.-0.0020 | Bid21:59:35 | Ask21:59:35 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0850EUR | -2.30% | 0.0700 Bid Size: 15,000 |
0.1900 Ask Size: 15,000 |
NOVARTIS N | 115.00 CHF | 19/03/2025 | Call |
Master data
WKN: | HD70FF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NOVARTIS N |
Type: | Warrant |
Option type: | Call |
Strike price: | 115.00 CHF |
Maturity: | 19/03/2025 |
Issue date: | 08/07/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 55.02 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.18 |
Parity: | -1.83 |
Time value: | 0.19 |
Break-even: | 124.75 |
Moneyness: | 0.85 |
Premium: | 0.19 |
Premium p.a.: | 0.40 |
Spread abs.: | 0.12 |
Spread %: | 171.43% |
Delta: | 0.21 |
Theta: | -0.01 |
Omega: | 11.70 |
Rho: | 0.11 |
Quote data
Open: | 0.0610 |
---|---|
High: | 0.0900 |
Low: | 0.0610 |
Previous Close: | 0.0870 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.62% | ||
---|---|---|---|
1 Month | -5.56% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1300 | 0.0850 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0820 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1064 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1095 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.59% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |