UC WAR. PUT 03/25 NOT/ DE000HD70FG3 /
| 2024-08-15 9:47:02 PM | Chg.-0.0500 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | -6.58% | 0.6900 Bid Size: 5,000 |
0.7200 Ask Size: 5,000 |
NOVARTIS N | 100.00 CHF | 2025-03-19 | Put |
Master data
| WKN: | HD70FG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NOVARTIS N |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 CHF |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-07-08 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -13.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | 0.25 |
| Time value: | 0.51 |
| Break-even: | 97.36 |
| Moneyness: | 1.02 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 4.11% |
| Delta: | -0.47 |
| Theta: | -0.01 |
| Omega: | -6.32 |
| Rho: | -0.33 |
Quote data
| Open: | 0.7200 |
|---|---|
| High: | 0.7500 |
| Low: | 0.7100 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.39% | ||
|---|---|---|---|
| 1 Month | -1.39% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8900 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 1.1300 | 0.7100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8630 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 176.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
