UniCredit Call 320 RHHVF 18.12.20.../  DE000HC7P3Z2  /

EUWAX
02/08/2024  20:48:50 Chg.-0.030 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.280EUR -9.68% -
Bid Size: -
-
Ask Size: -
Roche Holding Ltd 320.00 - 18/12/2024 Call
 

Master data

WKN: HC7P3Z
Issuer: UniCredit
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 18/12/2024
Issue date: 26/06/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.60
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.23
Parity: -2.70
Time value: 0.50
Break-even: 325.00
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.18
Spread %: 56.25%
Delta: 0.27
Theta: -0.05
Omega: 15.70
Rho: 0.28
 

Quote data

Open: 0.410
High: 0.410
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.00%
1 Month  
+359.02%
3 Months  
+2233.33%
YTD  
+21.74%
1 Year
  -58.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.280
1M High / 1M Low: 0.500 0.054
6M High / 6M Low: 0.500 0.012
High (YTD): 26/07/2024 0.500
Low (YTD): 03/05/2024 0.012
52W High: 08/08/2023 0.710
52W Low: 03/05/2024 0.012
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.224
Avg. volume 1Y:   0.000
Volatility 1M:   527.03%
Volatility 6M:   641.57%
Volatility 1Y:   473.37%
Volatility 3Y:   -