UC WAR. CALL 12/24 NOT/ DE000HD18SJ9 /
| 04/07/2024 11:46:13 | Chg.- | Bid12:07:43 | Ask04/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8500EUR | - | 1.8300 Bid Size: 15,000 |
- Ask Size: 15,000 |
Novartis AG | 80.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD18SJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/12/2023 |
| Last trading day: | 04/07/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.09 |
|---|---|
| Intrinsic value: | 1.95 |
| Implied volatility: | - |
| Historic volatility: | 0.19 |
| Parity: | 1.95 |
| Time value: | -0.09 |
| Break-even: | 98.60 |
| Moneyness: | 1.24 |
| Premium: | -0.01 |
| Premium p.a.: | -0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 0.54% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.7600 |
|---|---|
| High: | 1.8500 |
| Low: | 1.7600 |
| Previous Close: | 1.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.11% | ||
|---|---|---|---|
| 1 Month | +12.12% | ||
| 3 Months | +96.81% | ||
| YTD | +131.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8500 | 1.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.8500 | 1.5300 |
| 6M High / 6M Low: | 1.8500 | 0.8100 |
| High (YTD): | 04/07/2024 | 1.8500 |
| Low (YTD): | 02/01/2024 | 0.8000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8050 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6937 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2790 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.67% | |
| Volatility 6M: | 94.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
