UC WAR. CALL 09/24 RHO5/ DE000HC9M4K3 /
| 2024-05-24 9:46:51 PM | Chg.-0.0200 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -5.00% | 0.3400 Bid Size: 10,000 |
0.4100 Ask Size: 10,000 |
Roche Holding Ltd | 250.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M4K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 56.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.22 |
| Parity: | -1.91 |
| Time value: | 0.41 |
| Break-even: | 254.10 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.07 |
| Spread %: | 20.59% |
| Delta: | 0.28 |
| Theta: | -0.04 |
| Omega: | 15.89 |
| Rho: | 0.19 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3800 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.48% | ||
|---|---|---|---|
| 1 Month | +46.15% | ||
| 3 Months | -13.64% | ||
| YTD | -65.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6000 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.1800 |
| 6M High / 6M Low: | 1.7600 | 0.1800 |
| High (YTD): | 2024-01-04 | 1.6400 |
| Low (YTD): | 2024-05-03 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7442 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 326.21% | |
| Volatility 6M: | 230.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
