UniCredit Call 110 NVSEF 18.12.2024
/ DE000HD21N32
UniCredit Call 110 NVSEF 18.12.20.../ DE000HD21N32 /
| 06/09/2024 20:29:02 |
Chg.-0.003 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-5.45% |
-
Bid Size: - |
-
Ask Size: - |
Novartis AG |
110.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD21N3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.18 |
| Parity: |
-0.55 |
| Time value: |
0.13 |
| Break-even: |
111.30 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.12 |
| Spread %: |
1,200.00% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
23.47 |
| Rho: |
0.08 |
Quote data
| Open: |
0.042 |
| High: |
0.067 |
| Low: |
0.042 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.67% |
| 1 Month |
|
|
-21.21% |
| 3 Months |
|
|
+4.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.052 |
| 1M High / 1M Low: |
0.130 |
0.052 |
| 6M High / 6M Low: |
0.130 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.19% |
| Volatility 6M: |
|
448.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
