UC WAR. PUT 12/24 NOT/ DE000HD6JC05 /
| 11/14/2024 11:45:26 AM | Chg.+0.0100 | Bid12:23:56 PM | Ask12:23:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | +7.69% | 0.1200 Bid Size: 125,000 |
0.1300 Ask Size: 125,000 |
Novartis AG | 90.00 - | 12/18/2024 | Put |
Master data
| WKN: | HD6JC0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 90.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/24/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -69.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.18 |
| Parity: | -0.79 |
| Time value: | 0.14 |
| Break-even: | 88.60 |
| Moneyness: | 0.92 |
| Premium: | 0.09 |
| Premium p.a.: | 1.65 |
| Spread abs.: | 0.03 |
| Spread %: | 27.27% |
| Delta: | -0.21 |
| Theta: | -0.05 |
| Omega: | -14.55 |
| Rho: | -0.02 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1200 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.67% | ||
|---|---|---|---|
| 1 Month | +68.67% | ||
| 3 Months | -12.50% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.0630 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0974 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 305.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
