UC WAR. CALL 12/24 RSO/ DE000HC498X8 /
| 2024-09-19 11:41:27 AM | Chg.- | Bid1:14:51 PM | Ask2024-09-19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0000EUR | - | 3.0000 Bid Size: 4,000 |
- Ask Size: 3,000 |
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: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.96 |
|---|---|
| Intrinsic value: | 1.84 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.19 |
| Parity: | 1.84 |
| Time value: | 1.27 |
| Break-even: | 151.10 |
| Moneyness: | 1.15 |
| Premium: | 0.09 |
| Premium p.a.: | 0.43 |
| Spread abs.: | -0.13 |
| Spread %: | -4.01% |
| Delta: | 0.72 |
| Theta: | -0.11 |
| Omega: | 3.20 |
| Rho: | 0.17 |
Quote data
| Open: | 2.9300 |
|---|---|
| High: | 3.0000 |
| Low: | 2.9300 |
| Previous Close: | 2.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.71% | ||
|---|---|---|---|
| 1 Month | +10.29% | ||
| 3 Months | +1.35% | ||
| YTD | +17.19% | ||
| 1 Year | +111.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3600 | 2.9400 |
|---|---|---|
| 1M High / 1M Low: | 3.3600 | 2.7200 |
| 6M High / 6M Low: | 3.3600 | 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: | 3.0980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0696 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5775 | |
| Avg. volume 6M: | .1008 | |
| Avg. price 1Y: | 2.4315 | |
| Avg. volume 1Y: | .1016 | |
| Volatility 1M: | 96.39% | |
| Volatility 6M: | 99.56% | |
| Volatility 1Y: | 89.59% | |
| Volatility 3Y: | - |
