UC WAR. CALL 06/24 RHO5/ DE000HD034R2 /
| 6/7/2024 9:46:00 PM | Chg.+0.4200 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | +45.65% | 1.2200 Bid Size: 4,000 |
1.3700 Ask Size: 4,000 |
Roche Holding Ltd | 230.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD034R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 1.85 |
| Implied volatility: | - |
| Historic volatility: | 0.22 |
| Parity: | 1.85 |
| Time value: | -0.48 |
| Break-even: | 243.70 |
| Moneyness: | 1.08 |
| Premium: | -0.02 |
| Premium p.a.: | -0.48 |
| Spread abs.: | 0.15 |
| Spread %: | 12.30% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.3700 |
| Low: | 1.0000 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +179.17% | ||
|---|---|---|---|
| 1 Month | +415.38% | ||
| 3 Months | +39.58% | ||
| YTD | -30.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 0.4300 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.2600 |
| 6M High / 6M Low: | 2.9800 | 0.1200 |
| High (YTD): | 1/4/2024 | 2.8500 |
| Low (YTD): | 5/2/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5877 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1046 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 587.27% | |
| Volatility 6M: | 352.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
