UC WAR. PUT 09/24 RHO5/ DE000HC9YB22 /
| 2024-05-24 9:46:41 PM | Chg.+0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2400EUR | +1.36% | 2.1800 Bid Size: 4,000 |
2.2500 Ask Size: 4,000 |
Roche Holding Ltd | 250.00 - | 2024-09-18 | Put |
Master data
| WKN: | HC9YB2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 250.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -10.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.13 |
|---|---|
| Intrinsic value: | 1.91 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | 1.91 |
| Time value: | 0.34 |
| Break-even: | 227.50 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.07 |
| Spread %: | 3.21% |
| Delta: | -0.67 |
| Theta: | -0.03 |
| Omega: | -6.84 |
| Rho: | -0.56 |
Quote data
| Open: | 2.2000 |
|---|---|
| High: | 2.2400 |
| Low: | 2.1600 |
| Previous Close: | 2.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.08% | ||
|---|---|---|---|
| 1 Month | -27.04% | ||
| 3 Months | -27.27% | ||
| YTD | -3.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2400 | 1.7900 |
|---|---|---|
| 1M High / 1M Low: | 3.7600 | 1.7900 |
| 6M High / 6M Low: | 3.7600 | 1.6700 |
| High (YTD): | 2024-05-02 | 3.7600 |
| Low (YTD): | 2024-01-10 | 1.6900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6835 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5515 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.07% | |
| Volatility 6M: | 141.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
