UC WAR. CALL 06/24 RSO/ DE000HC4QWE2 /
| 05/06/2024 11:40:36 | Chg.- | Bid13:00:21 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | - | 1.0000 Bid Size: 4,000 |
- Ask Size: - |
Ross Stores Inc | 130.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC4QWE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 03/03/2023 |
| Last trading day: | 05/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 1.14 |
| Historic volatility: | 0.19 |
| Parity: | 0.36 |
| Time value: | 0.87 |
| Break-even: | 142.30 |
| Moneyness: | 1.03 |
| Premium: | 0.07 |
| Premium p.a.: | 7.18 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.60 |
| Theta: | -0.47 |
| Omega: | 6.47 |
| Rho: | 0.02 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9800 |
| Previous Close: | 0.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.94% | ||
|---|---|---|---|
| 1 Month | +29.87% | ||
| 3 Months | -41.18% | ||
| YTD | -31.03% | ||
| 1 Year | +112.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.9600 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.5200 |
| 6M High / 6M Low: | 2.2200 | 0.4400 |
| High (YTD): | 28/02/2024 | 2.2200 |
| Low (YTD): | 02/05/2024 | 0.4400 |
| 52W High: | 28/02/2024 | 2.2200 |
| 52W Low: | 25/09/2023 | 0.4200 |
| Avg. price 1W: | 0.9867 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3383 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0187 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 454.45% | |
| Volatility 6M: | 207.19% | |
| Volatility 1Y: | 176.04% | |
| Volatility 3Y: | - |
