UC WAR. PUT 09/24 RHO5/ DE000HC9YB22 /
| 2024-07-31 3:45:54 PM | Chg.-0.0200 | Bid2024-07-31 | Ask2024-07-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0900EUR | -18.18% | - Bid Size: 50,000 |
- Ask Size: 50,000 |
Roche Holding Ltd | 250.00 - | 2024-09-18 | Put |
Master data
| WKN: | HC9YB2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 250.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -141.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.23 |
| Parity: | -4.64 |
| Time value: | 0.21 |
| Break-even: | 247.90 |
| Moneyness: | 0.84 |
| Premium: | 0.16 |
| Premium p.a.: | 2.09 |
| Spread abs.: | 0.18 |
| Spread %: | 600.00% |
| Delta: | -0.10 |
| Theta: | -0.07 |
| Omega: | -13.88 |
| Rho: | -0.04 |
Quote data
| Open: | 0.0600 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0600 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -60.87% | ||
|---|---|---|---|
| 1 Month | -89.66% | ||
| 3 Months | -97.13% | ||
| YTD | -96.12% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.1100 |
| 6M High / 6M Low: | 3.7600 | 0.1100 |
| High (YTD): | 2024-05-02 | 3.7600 |
| Low (YTD): | 2024-07-30 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5868 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1609 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 263.99% | |
| Volatility 6M: | 179.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
