UniCredit Call 95 NOVN 17.09.2025
/ DE000HD952R5
UniCredit Call 95 NOVN 17.09.2025/ DE000HD952R5 /
| 15/11/2024 19:30:04 |
Chg.-0.060 |
Bid20:06:16 |
Ask20:06:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-13.95% |
0.370
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
NOVARTIS N |
95.00 CHF |
17/09/2025 |
Call |
Master data
| WKN: |
HD952R |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
17/09/2025 |
| Issue date: |
30/09/2024 |
| Last trading day: |
16/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.17 |
| Parity: |
-0.33 |
| Time value: |
0.44 |
| Break-even: |
105.73 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
11.15 |
| Rho: |
0.37 |
Quote data
| Open: |
0.380 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.78% |
| 1 Month |
|
|
-59.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.410 |
| 1M High / 1M Low: |
1.000 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
