UC WAR. CALL 09/24 RHO5/ DE000HC9M4L1 /
| 6/21/2024 9:45:56 PM | Chg.+0.0200 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | +10.00% | 0.2000 Bid Size: 10,000 |
0.2800 Ask Size: 10,000 |
Roche Holding Ltd | 280.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9M4L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/2/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 94.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.22 |
| Parity: | -1.65 |
| Time value: | 0.28 |
| Break-even: | 282.80 |
| Moneyness: | 0.94 |
| Premium: | 0.07 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.08 |
| Spread %: | 40.00% |
| Delta: | 0.25 |
| Theta: | -0.04 |
| Omega: | 23.62 |
| Rho: | 0.15 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2200 |
| Low: | 0.2000 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.00% | ||
|---|---|---|---|
| 1 Month | +83.33% | ||
| 3 Months | +57.14% | ||
| YTD | -46.34% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0480 |
| 6M High / 6M Low: | 0.6200 | 0.0190 |
| High (YTD): | 1/4/2024 | 0.6200 |
| Low (YTD): | 5/3/2024 | 0.0190 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1413 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2117 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 454.90% | |
| Volatility 6M: | 555.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
