UC WAR. PUT 03/25 NOT/ DE000HD43LG8 /
9/6/2024 9:45:45 PM | Chg.+0.0100 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | +10.00% | 0.0500 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
Novartis AG | 80.00 - | 3/19/2025 | Put |
Master data
WKN: | HD43LG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Novartis AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -58.08 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.18 |
Parity: | -2.45 |
Time value: | 0.18 |
Break-even: | 78.20 |
Moneyness: | 0.77 |
Premium: | 0.25 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.13 |
Spread %: | 260.00% |
Delta: | -0.12 |
Theta: | -0.01 |
Omega: | -6.73 |
Rho: | -0.07 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1200 |
Low: | 0.1100 |
Previous Close: | 0.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +42.86% | ||
---|---|---|---|
1 Month | -26.67% | ||
3 Months | -38.89% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1100 | 0.0780 |
---|---|---|
1M High / 1M Low: | 0.1600 | 0.0770 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0924 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1080 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 120.98% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |