UC WAR. CALL 09/24 RHO5/ DE000HD0NSL9 /
| 2024-05-23 3:46:56 PM | Chg.+0.0200 | Bid4:28:30 PM | Ask4:28:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | +8.33% | 0.2600 Bid Size: 70,000 |
0.2700 Ask Size: 70,000 |
Roche Holding Ltd | 260.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0NSL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 49.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | -2.83 |
| Time value: | 0.47 |
| Break-even: | 264.70 |
| Moneyness: | 0.89 |
| Premium: | 0.14 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.28 |
| Spread %: | 147.37% |
| Delta: | 0.26 |
| Theta: | -0.05 |
| Omega: | 12.60 |
| Rho: | 0.18 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2400 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.71% | ||
|---|---|---|---|
| 1 Month | -18.75% | ||
| 3 Months | -25.71% | ||
| YTD | -67.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.1300 |
| 6M High / 6M Low: | 1.2800 | 0.1300 |
| High (YTD): | 2024-01-04 | 1.1800 |
| Low (YTD): | 2024-05-07 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2119 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5249 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 375.15% | |
| Volatility 6M: | 234.72% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
