UC WAR. CALL 06/25 NOT/ DE000HD1QYJ2 /
| 2024-08-02 9:45:31 PM | Chg.+0.0100 | Bid9:52:52 PM | Ask9:52:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | +4.76% | 0.2000 Bid Size: 10,000 |
0.2200 Ask Size: 10,000 |
Novartis AG | 110.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1QYJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-01-08 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 43.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.18 |
| Parity: | -0.96 |
| Time value: | 0.23 |
| Break-even: | 112.30 |
| Moneyness: | 0.91 |
| Premium: | 0.12 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.06 |
| Spread %: | 35.29% |
| Delta: | 0.32 |
| Theta: | -0.01 |
| Omega: | 14.12 |
| Rho: | 0.26 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.2200 |
| Low: | 0.1600 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.00% | ||
|---|---|---|---|
| 1 Month | +4.76% | ||
| 3 Months | +83.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1500 |
| 6M High / 6M Low: | 0.2800 | 0.0800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2170 | |
| Avg. volume 1M: | 17.3913 | |
| Avg. price 6M: | 0.1475 | |
| Avg. volume 6M: | 6.2992 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.08% | |
| Volatility 6M: | 153.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
