UC WAR. CALL 12/24 RHO5/ DE000HD3TNR8 /
| 10/25/2024 11:47:01 AM | Chg.- | Bid1:19:22 PM | Ask10/25/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3300EUR | - | 3.2900 Bid Size: 25,000 |
- Ask Size: 25,000 |
Roche Holding Ltd | 250.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD3TNR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/18/2024 |
| Last trading day: | 10/25/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.48 |
|---|---|
| Intrinsic value: | 2.36 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.21 |
| Parity: | 2.36 |
| Time value: | 1.02 |
| Break-even: | 283.80 |
| Moneyness: | 1.09 |
| Premium: | 0.04 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.14 |
| Spread %: | 4.32% |
| Delta: | 0.72 |
| Theta: | -0.27 |
| Omega: | 5.86 |
| Rho: | 0.15 |
Quote data
| Open: | 3.2600 |
|---|---|
| High: | 3.3300 |
| Low: | 3.2600 |
| Previous Close: | 3.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +33.73% | ||
| 3 Months | -13.95% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.3600 | 2.4700 |
| 6M High / 6M Low: | 4.3600 | 0.6400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.8467 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3481 | |
| Avg. volume 6M: | 14.4237 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.14% | |
| Volatility 6M: | 177.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
