UC WAR. CALL 06/24 RHO5/ DE000HD4N8S9 /
| 6/6/2024 1:45:09 PM | Chg.+0.1600 | Bid2:24:18 PM | Ask6/6/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4300EUR | +12.60% | 1.3700 Bid Size: 30,000 |
- Ask Size: 30,000 |
Roche Holding Ltd | 225.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD4N8S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 225.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 4/15/2024 |
| Last trading day: | 6/6/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 1.70 |
| Implied volatility: | - |
| Historic volatility: | 0.22 |
| Parity: | 1.70 |
| Time value: | -0.24 |
| Break-even: | 239.60 |
| Moneyness: | 1.08 |
| Premium: | -0.01 |
| Premium p.a.: | -0.24 |
| Spread abs.: | 0.29 |
| Spread %: | 24.79% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.2600 |
|---|---|
| High: | 1.4300 |
| Low: | 1.2600 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +155.36% | ||
|---|---|---|---|
| 1 Month | +361.29% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7957 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 435.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
