UC WAR. CALL 09/24 RHO5/ DE000HC9M4L1 /
| 2024-08-02 9:45:17 PM | Chg.-0.0200 | Bid9:59:33 PM | Ask9:59:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | -1.96% | 0.7600 Bid Size: 5,000 |
1.1200 Ask Size: 5,000 |
Roche Holding Ltd | 280.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M4L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 26.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.92 |
|---|---|
| Intrinsic value: | 1.45 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 1.45 |
| Time value: | -0.33 |
| Break-even: | 291.20 |
| Moneyness: | 1.05 |
| Premium: | -0.01 |
| Premium p.a.: | -0.09 |
| Spread abs.: | 0.36 |
| Spread %: | 47.37% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.1200 |
| Low: | 1.0000 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.66% | ||
|---|---|---|---|
| 1 Month | +566.67% | ||
| 3 Months | +5163.16% | ||
| YTD | +143.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2200 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 1.3100 | 0.1100 |
| 6M High / 6M Low: | 1.3100 | 0.0190 |
| High (YTD): | 2024-07-26 | 1.3100 |
| Low (YTD): | 2024-05-03 | 0.0190 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6300 | |
| Avg. volume 1M: | 2.1739 | |
| Avg. price 6M: | 0.2351 | |
| Avg. volume 6M: | .3937 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 697.43% | |
| Volatility 6M: | 614.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
