UC WAR. CALL 06/25 NOT/  DE000HD683A2  /

gettex
2024-07-08  9:47:04 PM Chg.0.0000 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
0.1500EUR 0.00% 0.1400
Bid Size: 10,000
0.1700
Ask Size: 10,000
Novartis AG 115.00 - 2025-06-18 Call
 

Master data

WKN: HD683A
Issuer: UniCredit
Currency: EUR
Underlying: Novartis AG
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-06-18
Issue date: 2024-06-10
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.73
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.19
Parity: -1.62
Time value: 0.16
Break-even: 116.60
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.22
Theta: -0.01
Omega: 13.44
Rho: 0.19
 

Quote data

Open: 0.1500
High: 0.1500
Low: 0.1500
Previous Close: 0.1500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.1500 0.1400
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.1460
Avg. volume 1W:   0.0000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -