UniCredit Call 260 RHHVF 18.09.2024
/ DE000HD0NSL9
UniCredit Call 260 RHHVF 18.09.20.../ DE000HD0NSL9 /
6/24/2024 8:19:11 PM |
Chg.+0.050 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+7.58% |
- Bid Size: - |
- Ask Size: - |
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: |
36.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.08 |
Historic volatility: |
0.22 |
Parity: |
0.35 |
Time value: |
0.38 |
Break-even: |
267.30 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.08 |
Spread %: |
12.31% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
26.41 |
Rho: |
0.44 |
Quote data
Open: |
0.650 |
High: |
0.760 |
Low: |
0.650 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.00% |
1 Month |
|
|
+255.00% |
3 Months |
|
|
+184.00% |
YTD |
|
|
-8.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.500 |
1M High / 1M Low: |
0.660 |
0.170 |
6M High / 6M Low: |
1.160 |
0.070 |
High (YTD): |
1/10/2024 |
1.160 |
Low (YTD): |
5/2/2024 |
0.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.358 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.411 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.19% |
Volatility 6M: |
|
274.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |