UC WAR. CALL 12/24 RHO5/ DE000HC7P3Y5 /
| 09/07/2024 13:45:58 | Chg.+0.0200 | Bid14:28:08 | Ask14:28:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | +11.76% | 0.1700 Bid Size: 60,000 |
0.2000 Ask Size: 60,000 |
Roche Holding Ltd | 300.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P3Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 103.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.21 |
| Parity: | -5.12 |
| Time value: | 0.24 |
| Break-even: | 302.40 |
| Moneyness: | 0.83 |
| Premium: | 0.22 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.15 |
| Spread %: | 166.67% |
| Delta: | 0.14 |
| Theta: | -0.03 |
| Omega: | 14.28 |
| Rho: | 0.14 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1700 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.00% | ||
|---|---|---|---|
| 1 Month | -9.52% | ||
| 3 Months | +18.75% | ||
| YTD | -48.65% | ||
| 1 Year | -82.08% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.1700 |
| 6M High / 6M Low: | 0.5000 | 0.0400 |
| High (YTD): | 04/01/2024 | 0.5200 |
| Low (YTD): | 03/05/2024 | 0.0400 |
| 52W High: | 21/07/2023 | 1.3100 |
| 52W Low: | 03/05/2024 | 0.0400 |
| Avg. price 1W: | 0.1820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2157 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4416 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 117.74% | |
| Volatility 6M: | 314.35% | |
| Volatility 1Y: | 240.81% | |
| Volatility 3Y: | - |
