UC WAR. CALL 09/24 RHO5/ DE000HD5HVJ8 /
| 2024-06-14 9:45:21 PM | Chg.+0.1000 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | +16.13% | 0.6800 Bid Size: 8,000 |
0.7600 Ask Size: 8,000 |
Roche Holding Ltd | 255.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD5HVJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 255.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 33.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.41 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.22 |
| Parity: | 0.30 |
| Time value: | 0.46 |
| Break-even: | 262.60 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.08 |
| Spread %: | 11.76% |
| Delta: | 0.69 |
| Theta: | -0.04 |
| Omega: | 23.59 |
| Rho: | 0.45 |
Quote data
| Open: | 0.6600 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6600 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.91% | ||
|---|---|---|---|
| 1 Month | +63.64% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.2400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4073 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 225.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
