UC WAR. PUT 09/24 RHO5/ DE000HD62GZ8 /
| 25/07/2024 11:45:18 | Chg.- | Bid13:20:01 | Ask25/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0780EUR | - | 0.0800 Bid Size: 60,000 |
- Ask Size: 60,000 |
Roche Holding Ltd | 220.00 - | 18/09/2024 | Put |
Master data
| WKN: | HD62GZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Roche Holding Ltd |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 220.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 03/06/2024 |
| Last trading day: | 25/07/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -269.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.23 |
| Parity: | -7.64 |
| Time value: | 0.11 |
| Break-even: | 218.90 |
| Moneyness: | 0.74 |
| Premium: | 0.26 |
| Premium p.a.: | 4.64 |
| Spread abs.: | 0.05 |
| Spread %: | 80.33% |
| Delta: | -0.04 |
| Theta: | -0.05 |
| Omega: | -12.02 |
| Rho: | -0.02 |
Quote data
| Open: | 0.0450 |
|---|---|
| High: | 0.0780 |
| Low: | 0.0450 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.09% | ||
|---|---|---|---|
| 1 Month | -54.12% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0780 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0780 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1515 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 208.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
