UC WAR. CALL 09/24 RHO5/ DE000HD0NSK1 /
| 2024-08-02 5:45:22 PM | Chg.+0.040 | Bid7:30:14 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.370EUR | +0.75% | 5.330 Bid Size: 3,000 |
- Ask Size: - |
Roche Holding Ltd | 230.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0NSK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.41 |
|---|---|
| Intrinsic value: | 6.30 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 6.30 |
| Time value: | -0.93 |
| Break-even: | 283.70 |
| Moneyness: | 1.27 |
| Premium: | -0.03 |
| Premium p.a.: | -0.22 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.620 |
|---|---|
| High: | 5.810 |
| Low: | 5.370 |
| Previous Close: | 5.330 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.29% | ||
|---|---|---|---|
| 1 Month | +134.50% | ||
| 3 Months | +1067.39% | ||
| YTD | +147.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.920 | 5.330 |
|---|---|---|
| 1M High / 1M Low: | 5.920 | 1.770 |
| 6M High / 6M Low: | 5.920 | 0.460 |
| High (YTD): | 2024-07-26 | 5.920 |
| Low (YTD): | 2024-05-02 | 0.460 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.762 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.857 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.725 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 208.00% | |
| Volatility 6M: | 203.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
