UniCredit Call 125 NOVN 17.12.2025
/ DE000HD70FH1
UniCredit Call 125 NOVN 17.12.202.../ DE000HD70FH1 /
| 9/18/2024 12:35:19 PM |
Chg.+0.010 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.110
Bid Size: 125,000 |
0.120
Ask Size: 125,000 |
NOVARTIS N |
125.00 CHF |
12/17/2025 |
Call |
Master data
| WKN: |
HD70FH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 CHF |
| Maturity: |
12/17/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
12/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-2.94 |
| Time value: |
0.22 |
| Break-even: |
134.96 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.12 |
| Spread %: |
120.00% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
9.21 |
| Rho: |
0.23 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
