UC WAR. CALL 12/24 RSO/ DE000HC498X8 /
| 2024-06-18 9:40:12 PM | Chg.-0.1100 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0700EUR | -3.46% | 3.0400 Bid Size: 6,000 |
3.0700 Ask Size: 6,000 |
Ross Stores Inc | 120.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC498X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.30 |
|---|---|
| Intrinsic value: | 2.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.19 |
| Parity: | 2.00 |
| Time value: | 1.22 |
| Break-even: | 152.20 |
| Moneyness: | 1.17 |
| Premium: | 0.09 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 0.94% |
| Delta: | 0.74 |
| Theta: | -0.05 |
| Omega: | 3.22 |
| Rho: | 0.36 |
Quote data
| Open: | 3.1800 |
|---|---|
| High: | 3.1800 |
| Low: | 3.0600 |
| Previous Close: | 3.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.70% | ||
|---|---|---|---|
| 1 Month | +61.58% | ||
| 3 Months | +3.02% | ||
| YTD | +19.92% | ||
| 1 Year | +151.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1800 | 2.7000 |
|---|---|---|
| 1M High / 1M Low: | 3.1800 | 1.7900 |
| 6M High / 6M Low: | 3.4900 | 1.6400 |
| High (YTD): | 2024-02-28 | 3.4900 |
| Low (YTD): | 2024-05-02 | 1.6400 |
| 52W High: | 2024-02-28 | 3.4900 |
| 52W Low: | 2023-09-25 | 1.1200 |
| Avg. price 1W: | 2.8540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4400 | |
| Avg. volume 1M: | .6190 | |
| Avg. price 6M: | 2.6004 | |
| Avg. volume 6M: | .1040 | |
| Avg. price 1Y: | 2.0765 | |
| Avg. volume 1Y: | .1020 | |
| Volatility 1M: | 155.25% | |
| Volatility 6M: | 83.88% | |
| Volatility 1Y: | 87.57% | |
| Volatility 3Y: | - |
