UC WAR. CALL 09/24 RHO5/ DE000HC9M4K3 /
| 2024-07-09 9:46:29 AM | Chg.+0.0200 | Bid10:44:05 AM | Ask10:44:05 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6200EUR | +3.33% | 0.6500 Bid Size: 60,000 |
0.6700 Ask Size: 60,000 |
Roche Holding Ltd | 250.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M4K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 40.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.21 |
| Parity: | -0.12 |
| Time value: | 0.61 |
| Break-even: | 256.10 |
| Moneyness: | 1.00 |
| Premium: | 0.03 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.07 |
| Spread %: | 12.96% |
| Delta: | 0.53 |
| Theta: | -0.05 |
| Omega: | 21.49 |
| Rho: | 0.24 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6200 |
| Low: | 0.6000 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.74% | ||
|---|---|---|---|
| 1 Month | -12.68% | ||
| 3 Months | +77.14% | ||
| YTD | -44.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8700 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.6000 |
| 6M High / 6M Low: | 1.6200 | 0.1800 |
| High (YTD): | 2024-01-04 | 1.6400 |
| Low (YTD): | 2024-05-03 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8710 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6213 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 168.16% | |
| Volatility 6M: | 231.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
