UC WAR. CALL 12/24 RHO5/ DE000HD4W7X0 /
| 9/9/2024 11:46:19 AM | Chg.+0.0800 | Bid11:53:38 AM | Ask11:53:38 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7200EUR | +4.88% | 1.7100 Bid Size: 35,000 |
1.7300 Ask Size: 35,000 |
Roche Holding Ltd | 270.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD4W7X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 270.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 4/22/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.83 |
|---|---|
| Intrinsic value: | 2.09 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 2.09 |
| Time value: | -0.31 |
| Break-even: | 287.80 |
| Moneyness: | 1.08 |
| Premium: | -0.01 |
| Premium p.a.: | -0.04 |
| Spread abs.: | 0.35 |
| Spread %: | 24.48% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.7200 |
| Low: | 1.6800 |
| Previous Close: | 1.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.85% | ||
|---|---|---|---|
| 1 Month | -14.00% | ||
| 3 Months | +201.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6000 | 1.6400 |
|---|---|---|
| 1M High / 1M Low: | 2.6000 | 1.6400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1614 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 121.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
