UC WAR. CALL 12/24 RHO5/ DE000HD3KF10 /
| 02/08/2024 21:46:10 | Chg.+0.020 | Bid21:50:29 | Ask21:50:29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.780EUR | +0.35% | 5.560 Bid Size: 1,000 |
5.780 Ask Size: 1,000 |
Roche Holding Ltd | 230.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD3KF1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/03/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.66 |
|---|---|
| Intrinsic value: | 6.30 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 6.30 |
| Time value: | -0.49 |
| Break-even: | 288.10 |
| Moneyness: | 1.27 |
| Premium: | -0.02 |
| Premium p.a.: | -0.04 |
| Spread abs.: | 0.18 |
| Spread %: | 3.20% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.880 |
|---|---|
| High: | 5.990 |
| Low: | 5.780 |
| Previous Close: | 5.760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.02% | ||
|---|---|---|---|
| 1 Month | +120.61% | ||
| 3 Months | +631.65% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.150 | 5.760 |
|---|---|---|
| 1M High / 1M Low: | 6.150 | 2.150 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.006 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.144 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 176.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
