UC WAR. CALL 12/24 RHO5/ DE000HC8HBW8 /
| 06/09/2024 21:45:08 | Chg.-0.0900 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | -7.50% | 0.9100 Bid Size: 6,000 |
1.2600 Ask Size: 6,000 |
Roche Holding Ltd | 280.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC8HBW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 07/08/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 23.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.16 |
|---|---|
| Intrinsic value: | 1.09 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 1.09 |
| Time value: | 0.17 |
| Break-even: | 292.60 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.35 |
| Spread %: | 38.46% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.3000 |
| Low: | 1.1100 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.27% | ||
|---|---|---|---|
| 1 Month | -22.92% | ||
| 3 Months | +177.50% | ||
| YTD | +81.97% | ||
| 1 Year | -16.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8900 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 1.1100 |
| 6M High / 6M Low: | 1.9500 | 0.1500 |
| High (YTD): | 26/07/2024 | 1.9500 |
| Low (YTD): | 06/05/2024 | 0.1500 |
| 52W High: | 26/07/2024 | 1.9500 |
| 52W Low: | 06/05/2024 | 0.1500 |
| Avg. price 1W: | 1.3820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5376 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6819 | |
| Avg. volume 6M: | 15.7480 | |
| Avg. price 1Y: | 0.6749 | |
| Avg. volume 1Y: | 7.8740 | |
| Volatility 1M: | 136.76% | |
| Volatility 6M: | 233.09% | |
| Volatility 1Y: | 196.73% | |
| Volatility 3Y: | - |
