UniCredit Put 100 NVSEF 18.12.2024
/ DE000HD68383
UniCredit Put 100 NVSEF 18.12.202.../ DE000HD68383 /
| 14/11/2024 09:14:36 |
Chg.+0.040 |
Bid09:34:51 |
Ask09:34:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+4.82% |
0.880
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
Novartis AG |
100.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HD6838 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
10/06/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.18 |
| Parity: |
0.16 |
| Time value: |
0.68 |
| Break-even: |
91.60 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.03 |
| Spread %: |
3.70% |
| Delta: |
-0.49 |
| Theta: |
-0.11 |
| Omega: |
-5.70 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.85% |
| 1 Month |
|
|
+171.88% |
| 3 Months |
|
|
+81.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
0.830 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.785 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
