UC WAR. CALL 06/24 RHO5/ DE000HD034R2 /
| 17/05/2024 21:46:55 | Chg.+0.1000 | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | +11.76% | 0.9400 Bid Size: 4,000 |
1.0100 Ask Size: 4,000 |
Roche Holding Ltd | 230.00 - | 19/06/2024 | Call |
Master data
| WKN: | HD034R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 23.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.07 |
| Historic volatility: | 0.21 |
| Parity: | 0.93 |
| Time value: | 0.08 |
| Break-even: | 240.10 |
| Moneyness: | 1.04 |
| Premium: | 0.00 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.07 |
| Spread %: | 7.45% |
| Delta: | 0.98 |
| Theta: | -0.03 |
| Omega: | 23.27 |
| Rho: | 0.20 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.9800 |
| Low: | 0.8500 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +150.00% | ||
|---|---|---|---|
| 1 Month | +206.45% | ||
| 3 Months | +41.79% | ||
| YTD | -51.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9500 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.1200 |
| 6M High / 6M Low: | 2.9800 | 0.1200 |
| High (YTD): | 04/01/2024 | 2.8500 |
| Low (YTD): | 02/05/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3738 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2588 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 598.39% | |
| Volatility 6M: | 319.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
