UC WAR. CALL 12/24 NOT/ DE000HD1QYH6 /
| 8/15/2024 3:46:54 PM | Chg.0.0000 | Bid4:17:49 PM | Ask4:17:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | 0.00% | 0.1700 Bid Size: 30,000 |
0.1800 Ask Size: 30,000 |
Novartis AG | 105.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1QYH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/8/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 51.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.19 |
| Parity: | -0.25 |
| Time value: | 0.20 |
| Break-even: | 107.00 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 17.65% |
| Delta: | 0.44 |
| Theta: | -0.01 |
| Omega: | 22.40 |
| Rho: | 0.15 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1700 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.43% | ||
|---|---|---|---|
| 1 Month | -26.09% | ||
| 3 Months | +13.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.2300 | 0.0860 |
| 6M High / 6M Low: | 0.2700 | 0.0680 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1559 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1264 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 312.84% | |
| Volatility 6M: | 203.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
