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: | - |