UC WAR. CALL 12/24 RHO5/ DE000HC7P3X7 /
2024-09-06 9:46:33 PM | Chg.-0.1600 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.2900EUR | -6.53% | 2.1000 Bid Size: 4,000 |
2.4500 Ask Size: 4,000 |
Roche Holding Ltd | 260.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7P3X |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Roche Holding Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-26 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.87 |
Leverage: | Yes |
Calculated values
Fair value: | 3.62 |
---|---|
Intrinsic value: | 3.09 |
Implied volatility: | - |
Historic volatility: | 0.23 |
Parity: | 3.09 |
Time value: | -0.64 |
Break-even: | 284.50 |
Moneyness: | 1.12 |
Premium: | -0.02 |
Premium p.a.: | -0.08 |
Spread abs.: | 0.35 |
Spread %: | 16.67% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 2.3700 |
---|---|
High: | 2.6300 |
Low: | 2.2900 |
Previous Close: | 2.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -32.05% | ||
---|---|---|---|
1 Month | -11.92% | ||
3 Months | +182.72% | ||
YTD | +114.02% | ||
1 Year | +10.63% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.4300 | 2.2900 |
---|---|---|
1M High / 1M Low: | 3.4300 | 2.2900 |
6M High / 6M Low: | 3.4300 | 0.2600 |
High (YTD): | 2024-09-02 | 3.4300 |
Low (YTD): | 2024-05-03 | 0.2600 |
52W High: | 2024-09-02 | 3.4300 |
52W Low: | 2024-05-03 | 0.2600 |
Avg. price 1W: | 2.7020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.8982 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2912 | |
Avg. volume 6M: | 3.4375 | |
Avg. price 1Y: | 1.2102 | |
Avg. volume 1Y: | 1.7255 | |
Volatility 1M: | 103.11% | |
Volatility 6M: | 210.20% | |
Volatility 1Y: | 181.52% | |
Volatility 3Y: | - |