UniCredit Call 250 RHHVF 18.09.2024
/ DE000HC9M4K3
UniCredit Call 250 RHHVF 18.09.20.../ DE000HC9M4K3 /
| 2024-07-10 9:07:15 AM |
Chg.+0.030 |
Bid10:30:07 AM |
Ask10:30:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+4.62% |
0.730
Bid Size: 60,000 |
0.750
Ask Size: 60,000 |
Roche Holding Ltd |
250.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9M4K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.21 |
| Parity: |
0.05 |
| Time value: |
0.67 |
| Break-even: |
257.20 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
12.50% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
19.86 |
| Rho: |
0.26 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.45% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+94.29% |
| YTD |
|
|
-38.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.550 |
| 1M High / 1M Low: |
1.240 |
0.550 |
| 6M High / 6M Low: |
1.610 |
0.150 |
| High (YTD): |
2024-01-10 |
1.610 |
| Low (YTD): |
2024-05-02 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.57% |
| Volatility 6M: |
|
248.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
