UC WAR. CALL 06/25 RSO/ DE000HC7U9Z2 /
2024-06-18 9:41:55 PM | Chg.-0.0200 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2400EUR | -1.59% | 1.2200 Bid Size: 14,000 |
1.2300 Ask Size: 14,000 |
Ross Stores Inc | 160.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7U9Z |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Ross Stores Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-30 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.94 |
Leverage: | Yes |
Calculated values
Fair value: | 0.54 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.19 |
Parity: | -2.00 |
Time value: | 1.28 |
Break-even: | 172.80 |
Moneyness: | 0.88 |
Premium: | 0.23 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.01 |
Spread %: | 0.79% |
Delta: | 0.45 |
Theta: | -0.03 |
Omega: | 4.88 |
Rho: | 0.50 |
Quote data
Open: | 1.2600 |
---|---|
High: | 1.2700 |
Low: | 1.2300 |
Previous Close: | 1.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.39% | ||
---|---|---|---|
1 Month | +63.16% | ||
3 Months | -7.46% | ||
YTD | +18.10% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2600 | 1.0300 |
---|---|---|
1M High / 1M Low: | 1.2600 | 0.6900 |
6M High / 6M Low: | 1.7000 | 0.6200 |
High (YTD): | 2024-02-28 | 1.7000 |
Low (YTD): | 2024-05-02 | 0.6200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9659 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0997 | |
Avg. volume 6M: | 1.1200 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 191.30% | |
Volatility 6M: | 108.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |