UC WAR. CALL 12/24 RHO5/ DE000HC7P3Y5 /
| 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: | - |
