UniCredit Call 280 RHHVF 18.09.2024
/ DE000HC9M4L1
UniCredit Call 280 RHHVF 18.09.20.../ DE000HC9M4L1 /
| 09/07/2024 20:21:53 |
Chg.0.000 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
0.00% |
0.070
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
Roche Holding Ltd |
280.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9M4L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Roche Holding Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
02/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
138.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-3.12 |
| Time value: |
0.18 |
| Break-even: |
281.80 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.15 |
| Spread %: |
500.00% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
20.18 |
| Rho: |
0.07 |
Quote data
| Open: |
0.070 |
| High: |
0.120 |
| Low: |
0.070 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.15% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-82.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.070 |
| 1M High / 1M Low: |
0.230 |
0.070 |
| 6M High / 6M Low: |
0.590 |
0.019 |
| High (YTD): |
10/01/2024 |
0.590 |
| Low (YTD): |
03/05/2024 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.36% |
| Volatility 6M: |
|
506.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
