UC WAR. PUT 09/24 RHO5/ DE000HC9YB22 /
| 09/07/2024 21:46:22 | Chg.-0.1000 | Bid21:59:42 | Ask21:59:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1300EUR | -8.13% | 1.0700 Bid Size: 6,000 |
1.1500 Ask Size: 6,000 |
Roche Holding Ltd | 250.00 - | 18/09/2024 | Put |
Master data
| WKN: | HC9YB2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 250.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -19.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.21 |
| Parity: | 0.12 |
| Time value: | 1.17 |
| Break-even: | 237.10 |
| Moneyness: | 1.00 |
| Premium: | 0.05 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.08 |
| Spread %: | 6.61% |
| Delta: | -0.47 |
| Theta: | -0.08 |
| Omega: | -9.00 |
| Rho: | -0.25 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.1900 |
| Low: | 1.0400 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.62% | ||
|---|---|---|---|
| 1 Month | -26.14% | ||
| 3 Months | -60.76% | ||
| YTD | -51.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.5300 | 0.7000 |
| 6M High / 6M Low: | 3.7600 | 0.7000 |
| High (YTD): | 02/05/2024 | 3.7600 |
| Low (YTD): | 24/06/2024 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0559 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3518 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.38% | |
| Volatility 6M: | 147.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
