UC WAR. CALL 12/24 NOT/ DE000HD18SM3 /
06/09/2024 21:45:05 | Chg.-0.0100 | Bid21:59:17 | Ask21:59:17 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | -2.86% | 0.2600 Bid Size: 15,000 |
0.3900 Ask Size: 15,000 |
Novartis AG | 100.00 - | 18/12/2024 | Call |
Master data
WKN: | HD18SM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Novartis AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/12/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 26.81 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.45 |
Implied volatility: | - |
Historic volatility: | 0.18 |
Parity: | 0.45 |
Time value: | -0.06 |
Break-even: | 103.90 |
Moneyness: | 1.05 |
Premium: | -0.01 |
Premium p.a.: | -0.02 |
Spread abs.: | 0.13 |
Spread %: | 50.00% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.3000 |
---|---|
High: | 0.3900 |
Low: | 0.3000 |
Previous Close: | 0.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -40.35% | ||
---|---|---|---|
1 Month | +17.24% | ||
3 Months | +13.33% | ||
YTD | +161.54% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6000 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.6000 | 0.2900 |
6M High / 6M Low: | 0.6000 | 0.1100 |
High (YTD): | 02/09/2024 | 0.6000 |
Low (YTD): | 18/04/2024 | 0.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4259 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2659 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 142.98% | |
Volatility 6M: | 185.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |