UC WAR. CALL 09/24 RHO5/ DE000HC9M4K3 /
| 8/2/2024 5:46:14 PM | Chg.+0.0400 | Bid6:14:10 PM | Ask6:14:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6500EUR | +1.11% | 3.2800 Bid Size: 3,000 |
3.6400 Ask Size: 3,000 |
Roche Holding Ltd | 250.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9M4K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/2/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.44 |
|---|---|
| Intrinsic value: | 4.30 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 4.30 |
| Time value: | -0.64 |
| Break-even: | 286.60 |
| Moneyness: | 1.17 |
| Premium: | -0.02 |
| Premium p.a.: | -0.16 |
| Spread abs.: | 0.36 |
| Spread %: | 10.91% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.5300 |
|---|---|
| High: | 3.7300 |
| Low: | 3.5300 |
| Previous Close: | 3.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.65% | ||
|---|---|---|---|
| 1 Month | +319.54% | ||
| 3 Months | +1927.78% | ||
| YTD | +228.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9100 | 3.6100 |
|---|---|---|
| 1M High / 1M Low: | 3.9100 | 0.6000 |
| 6M High / 6M Low: | 3.9100 | 0.1800 |
| High (YTD): | 7/26/2024 | 3.9100 |
| Low (YTD): | 5/3/2024 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1778 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8146 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 346.26% | |
| Volatility 6M: | 260.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
