UC WAR. PUT 12/24 NOT/ DE000HD68383 /
| 14/11/2024 13:46:42 | Chg.0.0000 | Bid14:14:03 | Ask14:14:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8400EUR | 0.00% | 0.8200 Bid Size: 50,000 |
0.8300 Ask Size: 50,000 |
Novartis AG | 100.00 - | 18/12/2024 | Put |
Master data
| WKN: | HD6838 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 10/06/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -11.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.18 |
| Parity: | 0.21 |
| Time value: | 0.64 |
| Break-even: | 91.50 |
| Moneyness: | 1.02 |
| Premium: | 0.07 |
| Premium p.a.: | 0.97 |
| Spread abs.: | 0.03 |
| Spread %: | 3.66% |
| Delta: | -0.50 |
| Theta: | -0.11 |
| Omega: | -5.76 |
| Rho: | -0.05 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 0.8700 |
| Low: | 0.8400 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.51% | ||
|---|---|---|---|
| 1 Month | +154.55% | ||
| 3 Months | +68.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 313.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
