UC WAR. CALL 06/25 RSO/ DE000HC7UA03 /
| 2024-09-20 9:40:45 PM | Chg.-0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -2.00% | 0.5000 Bid Size: 15,000 |
0.5100 Ask Size: 15,000 |
Ross Stores Inc | 180.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7UA0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.19 |
| Parity: | -4.16 |
| Time value: | 0.51 |
| Break-even: | 185.10 |
| Moneyness: | 0.77 |
| Premium: | 0.34 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.01 |
| Spread %: | 2.00% |
| Delta: | 0.25 |
| Theta: | -0.03 |
| Omega: | 6.71 |
| Rho: | 0.22 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4600 |
| Previous Close: | 0.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.04% | ||
|---|---|---|---|
| 1 Month | -18.33% | ||
| 3 Months | -20.97% | ||
| YTD | -15.52% | ||
| 1 Year | +81.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.4200 |
| 6M High / 6M Low: | 0.7500 | 0.3000 |
| High (YTD): | 2024-02-28 | 1.0300 |
| Low (YTD): | 2024-05-02 | 0.3000 |
| 52W High: | 2024-02-28 | 1.0300 |
| 52W Low: | 2023-09-27 | 0.2300 |
| Avg. price 1W: | 0.4840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5061 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4857 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5169 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 112.75% | |
| Volatility 6M: | 161.20% | |
| Volatility 1Y: | 137.30% | |
| Volatility 3Y: | - |
