UC WAR. CALL 12/24 RHO5/  DE000HC7P3Y5  /

gettex Zertifikate
2024-10-11  3:45:54 PM Chg.+0.0200 Bid5:06:16 PM Ask5:06:16 PM Underlying Strike price Expiration date Option type
0.1900EUR +11.76% -
Bid Size: 60,000
-
Ask Size: 60,000
Roche Holding Ltd 300.00 - 2024-12-18 Call
 

Master data

WKN: HC7P3Y
Issuer: UniCredit
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-12-18
Issue date: 2023-06-26
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 128.36
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.23
Parity: -1.76
Time value: 0.22
Break-even: 302.20
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 0.09
Spread %: 69.23%
Delta: 0.21
Theta: -0.05
Omega: 27.50
Rho: 0.11
 

Quote data

Open: 0.0800
High: 0.1900
Low: 0.0800
Previous Close: 0.1700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month
  -48.65%
3 Months
  -20.83%
YTD
  -48.65%
1 Year
  -73.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.1700 0.1400
1M High / 1M Low: 0.3700 0.1400
6M High / 6M Low: 1.0200 0.0400
High (YTD): 2024-07-26 1.0200
Low (YTD): 2024-05-03 0.0400
52W High: 2024-07-26 1.0200
52W Low: 2024-05-03 0.0400
Avg. price 1W:   0.1580
Avg. volume 1W:   0.0000
Avg. price 1M:   0.2068
Avg. volume 1M:   0.0000
Avg. price 6M:   0.3459
Avg. volume 6M:   0.0000
Avg. price 1Y:   0.3433
Avg. volume 1Y:   0.0000
Volatility 1M:   242.59%
Volatility 6M:   379.69%
Volatility 1Y:   286.54%
Volatility 3Y:   -