UC WAR. CALL 09/24 RHO5/ DE000HC9M4L1 /
| 2024-05-24 9:46:24 PM | Chg.0.0000 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | 0.00% | 0.0300 Bid Size: 10,000 |
0.1700 Ask Size: 10,000 |
Roche Holding Ltd | 280.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M4L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 135.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | -4.91 |
| Time value: | 0.17 |
| Break-even: | 281.70 |
| Moneyness: | 0.82 |
| Premium: | 0.22 |
| Premium p.a.: | 0.87 |
| Spread abs.: | 0.14 |
| Spread %: | 466.67% |
| Delta: | 0.11 |
| Theta: | -0.03 |
| Omega: | 15.43 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1200 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | +114.29% | ||
| 3 Months | -33.33% | ||
| YTD | -70.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0190 |
| 6M High / 6M Low: | 0.6700 | 0.0190 |
| High (YTD): | 2024-01-04 | 0.6200 |
| Low (YTD): | 2024-05-03 | 0.0190 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0775 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2658 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,046.41% | |
| Volatility 6M: | 526.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
