UC WAR. CALL 12/24 RSO/ DE000HC498Y6 /
| 2024-06-18 9:41:42 PM | Chg.-0.0700 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | -6.36% | 1.0100 Bid Size: 12,000 |
1.0200 Ask Size: 12,000 |
Ross Stores Inc | 150.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC498Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.19 |
| Parity: | -1.00 |
| Time value: | 1.12 |
| Break-even: | 161.20 |
| Moneyness: | 0.93 |
| Premium: | 0.15 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.01 |
| Spread %: | 0.90% |
| Delta: | 0.47 |
| Theta: | -0.04 |
| Omega: | 5.89 |
| Rho: | 0.27 |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.1000 |
| Low: | 1.0200 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.61% | ||
|---|---|---|---|
| 1 Month | +80.70% | ||
| 3 Months | -14.88% | ||
| YTD | -0.96% | ||
| 1 Year | +110.20% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1000 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.5000 |
| 6M High / 6M Low: | 1.6200 | 0.4400 |
| High (YTD): | 2024-03-04 | 1.6200 |
| Low (YTD): | 2024-05-02 | 0.4400 |
| 52W High: | 2024-03-04 | 1.6200 |
| 52W Low: | 2023-09-26 | 0.3800 |
| Avg. price 1W: | 0.9040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9864 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7890 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 261.23% | |
| Volatility 6M: | 136.08% | |
| Volatility 1Y: | 127.90% | |
| Volatility 3Y: | - |
