UC WAR. PUT 09/24 RHO5/ DE000HC9YB22 /
9/6/2024 9:45:45 PM | Chg.+0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | +25.00% | 0.0100 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
Roche Holding Ltd | 250.00 - | 9/18/2024 | Put |
Master data
WKN: | HC9YB2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Roche Holding Ltd |
Type: | Warrant |
Option type: | Put |
Strike price: | 250.00 - |
Maturity: | 9/18/2024 |
Issue date: | 10/17/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -80.81 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.89 |
Historic volatility: | 0.23 |
Parity: | -4.09 |
Time value: | 0.36 |
Break-even: | 246.40 |
Moneyness: | 0.86 |
Premium: | 0.15 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.35 |
Spread %: | 3,500.00% |
Delta: | -0.14 |
Theta: | -0.46 |
Omega: | -11.68 |
Rho: | -0.01 |
Quote data
Open: | 0.0800 |
---|---|
High: | 0.1500 |
Low: | 0.0800 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7400.00% | ||
---|---|---|---|
1 Month | -21.05% | ||
3 Months | -89.44% | ||
YTD | -93.53% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1500 | 0.0260 |
---|---|---|
1M High / 1M Low: | 0.1900 | 0.0020 |
6M High / 6M Low: | 3.7600 | 0.0020 |
High (YTD): | 5/2/2024 | 3.7600 |
Low (YTD): | 8/30/2024 | 0.0020 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0952 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0995 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5326 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 4,226.25% | |
Volatility 6M: | 1,914.25% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |