UC WAR. CALL 06/24 RSO/ DE000HC4H0V0 /
| 6/5/2024 11:40:50 AM | Chg.- | Bid1:23:06 PM | Ask6/5/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | - | 0.2300 Bid Size: 10,000 |
- Ask Size: 10,000 |
Ross Stores Inc | 140.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC4H0V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 2/24/2023 |
| Last trading day: | 6/5/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 48.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.19 |
| Parity: | -0.37 |
| Time value: | 0.28 |
| Break-even: | 142.80 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 68.15 |
| Spread abs.: | -0.12 |
| Spread %: | -30.00% |
| Delta: | 0.39 |
| Theta: | -0.52 |
| Omega: | 18.78 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2200 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -20.69% | ||
| 3 Months | -77.45% | ||
| YTD | -74.73% | ||
| 1 Year | -42.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.1700 |
| 6M High / 6M Low: | 1.5100 | 0.1500 |
| High (YTD): | 2/28/2024 | 1.5100 |
| Low (YTD): | 5/2/2024 | 0.1500 |
| 52W High: | 2/28/2024 | 1.5100 |
| 52W Low: | 5/2/2024 | 0.1500 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.2293 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7652 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6096 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 566.03% | |
| Volatility 6M: | 239.54% | |
| Volatility 1Y: | 200.33% | |
| Volatility 3Y: | - |
