UC WAR. PUT 09/25 NOT/ DE000HD952W5 /
| 2024-12-20 9:46:10 PM | Chg.+0.0400 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7500EUR | +2.34% | 1.7500 Bid Size: 8,000 |
1.7800 Ask Size: 8,000 |
NOVARTIS N | 100.00 CHF | 2025-09-17 | Put |
Master data
| WKN: | HD952W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NOVARTIS N |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 CHF |
| Maturity: | 2025-09-17 |
| Issue date: | 2024-09-30 |
| Last trading day: | 2025-09-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 1.43 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.18 |
| Parity: | 1.43 |
| Time value: | 0.35 |
| Break-even: | 89.56 |
| Moneyness: | 1.15 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 1.71% |
| Delta: | -0.62 |
| Theta: | -0.01 |
| Omega: | -3.26 |
| Rho: | -0.56 |
Quote data
| Open: | 1.7600 |
|---|---|
| High: | 1.8400 |
| Low: | 1.7500 |
| Previous Close: | 1.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.06% | ||
|---|---|---|---|
| 1 Month | +52.17% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7500 | 1.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.7500 | 1.1500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4633 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
