UniCredit Put 100 NVSEF 18.12.2024
/ DE000HD68383
UniCredit Put 100 NVSEF 18.12.202.../ DE000HD68383 /
| 2024-11-15 2:25:50 PM |
Chg.+0.110 |
Bid9:57:17 PM |
Ask2024-11-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+13.58% |
0.910
Bid Size: 6,000 |
-
Ask Size: - |
Novartis AG |
100.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HD6838 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-11-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.18 |
| Parity: |
0.24 |
| Time value: |
0.65 |
| Break-even: |
91.10 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
-0.02 |
| Spread %: |
-2.20% |
| Delta: |
-0.50 |
| Theta: |
-0.12 |
| Omega: |
-5.53 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.860 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+217.24% |
| 3 Months |
|
|
+124.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.780 |
| 1M High / 1M Low: |
0.920 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
