UC WAR. CALL 06/24 RSO/ DE000HC498T6 /
| 2024-06-05 11:41:30 AM | Chg.- | Bid1:10:53 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9100EUR | - | 1.9100 Bid Size: 4,000 |
- Ask Size: - |
Ross Stores Inc | 120.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC498T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-06-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.64 |
|---|---|
| Intrinsic value: | 1.63 |
| Implied volatility: | 2.14 |
| Historic volatility: | 0.19 |
| Parity: | 1.63 |
| Time value: | 0.51 |
| Break-even: | 141.40 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 27.14 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.75 |
| Theta: | -1.21 |
| Omega: | 4.80 |
| Rho: | 0.01 |
Quote data
| Open: | 1.8900 |
|---|---|
| High: | 1.9100 |
| Low: | 1.8900 |
| Previous Close: | 1.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +41.48% | ||
| 3 Months | -23.60% | ||
| YTD | -9.91% | ||
| 1 Year | +119.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.0300 | 1.2000 |
| 6M High / 6M Low: | 3.0300 | 1.0000 |
| High (YTD): | 2024-02-28 | 3.0300 |
| Low (YTD): | 2024-05-02 | 1.0000 |
| 52W High: | 2024-02-28 | 3.0300 |
| 52W Low: | 2023-09-25 | 0.7000 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.6138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0768 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5850 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 296.00% | |
| Volatility 6M: | 131.13% | |
| Volatility 1Y: | 126.61% | |
| Volatility 3Y: | - |
