UniCredit Put 100 NOVN 17.09.2025
/ DE000HD952W5
UniCredit Put 100 NOVN 17.09.2025/ DE000HD952W5 /
| 2024-11-15 7:27:26 PM |
Chg.+0.110 |
Bid8:06:11 PM |
Ask8:06:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+8.73% |
1.370
Bid Size: 10,000 |
1.390
Ask Size: 10,000 |
NOVARTIS N |
100.00 CHF |
2025-09-17 |
Put |
Master data
| WKN: |
HD952W |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 CHF |
| Maturity: |
2025-09-17 |
| Issue date: |
2024-09-30 |
| Last trading day: |
2025-09-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.86 |
| Time value: |
0.44 |
| Break-even: |
93.66 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-4.13 |
| Rho: |
-0.56 |
Quote data
| Open: |
1.360 |
| High: |
1.370 |
| Low: |
1.300 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.38% |
| 1 Month |
|
|
+67.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.230 |
| 1M High / 1M Low: |
1.290 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
