UC WAR. CALL 09/24 RHO5/ DE000HD0NSL9 /
| 6/20/2024 9:45:48 PM | Chg.-0.0100 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | -1.75% | 0.5300 Bid Size: 8,000 |
0.6100 Ask Size: 8,000 |
Roche Holding Ltd | 260.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0NSL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/13/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 41.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.22 |
| Parity: | 0.12 |
| Time value: | 0.51 |
| Break-even: | 266.30 |
| Moneyness: | 1.00 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.08 |
| Spread %: | 14.55% |
| Delta: | 0.63 |
| Theta: | -0.04 |
| Omega: | 26.31 |
| Rho: | 0.39 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5500 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.15% | ||
|---|---|---|---|
| 1 Month | +55.56% | ||
| 3 Months | +55.56% | ||
| YTD | -29.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.1900 |
| 6M High / 6M Low: | 1.1800 | 0.1300 |
| High (YTD): | 1/4/2024 | 1.1800 |
| Low (YTD): | 5/7/2024 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3409 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4394 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.31% | |
| Volatility 6M: | 232.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
