UC WAR. CALL 12/24 RHO5/ DE000HC9M4P2 /
| 09/07/2024 13:46:09 | Chg.+0.2000 | Bid15:00:45 | Ask15:00:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7300EUR | +13.07% | 1.6600 Bid Size: 45,000 |
1.6800 Ask Size: 45,000 |
Roche Holding Ltd | 240.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC9M4P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 02/10/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.10 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.21 |
| Parity: | 0.88 |
| Time value: | 0.66 |
| Break-even: | 255.40 |
| Moneyness: | 1.04 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.08 |
| Spread %: | 5.48% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 12.33 |
| Rho: | 0.77 |
Quote data
| Open: | 1.5500 |
|---|---|
| High: | 1.7300 |
| Low: | 1.5500 |
| Previous Close: | 1.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.42% | ||
|---|---|---|---|
| 1 Month | +7.45% | ||
| 3 Months | +96.59% | ||
| YTD | -7.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9100 | 1.5200 |
|---|---|---|
| 1M High / 1M Low: | 2.4000 | 1.5200 |
| 6M High / 6M Low: | 2.5100 | 0.5500 |
| High (YTD): | 04/01/2024 | 2.5300 |
| Low (YTD): | 02/05/2024 | 0.5500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2985 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.71% | |
| Volatility 6M: | 165.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
