UC WAR. CALL 12/24 NOT/ DE000HD1QYH6 /
| 2024-08-01 7:46:49 PM | Chg.-0.0200 | Bid7:53:35 PM | Ask7:53:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -11.11% | - Bid Size: 10,000 |
- Ask Size: 10,000 |
Novartis AG | 105.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1QYH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-08 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 54.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.09 |
| Historic volatility: | 0.18 |
| Parity: | -0.22 |
| Time value: | 0.19 |
| Break-even: | 106.90 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 5.56% |
| Delta: | 0.46 |
| Theta: | -0.01 |
| Omega: | 24.67 |
| Rho: | 0.17 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1200 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.67% | ||
|---|---|---|---|
| 1 Month | -11.11% | ||
| 3 Months | +60.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2700 | 0.1100 |
| 6M High / 6M Low: | 0.2700 | 0.0680 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1804 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1251 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 222.46% | |
| Volatility 6M: | 184.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
