UC WAR. PUT 06/24 RHO5/ DE000HD3BGS8 /
| 2024-05-31 9:46:48 PM | Chg.-0.0500 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0600EUR | -45.45% | 0.0010 Bid Size: 10,000 |
0.0720 Ask Size: 10,000 |
Roche Holding Ltd | 220.00 - | 2024-06-19 | Put |
Master data
| WKN: | HD3BGS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 220.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -327.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | -1.56 |
| Time value: | 0.07 |
| Break-even: | 219.28 |
| Moneyness: | 0.93 |
| Premium: | 0.07 |
| Premium p.a.: | 2.89 |
| Spread abs.: | 0.07 |
| Spread %: | 7,100.00% |
| Delta: | -0.11 |
| Theta: | -0.07 |
| Omega: | -35.04 |
| Rho: | -0.01 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0600 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -40.00% | ||
|---|---|---|---|
| 1 Month | -88.46% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0600 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.0600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0872 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2683 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 366.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
