UC WAR. CALL 12/24 RSO/ DE000HC4XB10 /
| 2024-09-20 8:01:20 AM | Chg.-0.0100 | Bid8:07:26 AM | Ask8:07:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5900EUR | -0.63% | 1.5900 Bid Size: 2,000 |
1.6900 Ask Size: 2,000 |
Ross Stores Inc | 140.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC4XB1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-10 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.19 |
| Parity: | -0.44 |
| Time value: | 1.37 |
| Break-even: | 153.70 |
| Moneyness: | 0.97 |
| Premium: | 0.13 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.01 |
| Spread %: | 0.74% |
| Delta: | 0.52 |
| Theta: | -0.09 |
| Omega: | 5.17 |
| Rho: | 0.14 |
Quote data
| Open: | 1.5900 |
|---|---|
| High: | 1.5900 |
| Low: | 1.5900 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.56% | ||
|---|---|---|---|
| 1 Month | +23.26% | ||
| 3 Months | +6.00% | ||
| YTD | +9.66% | ||
| 1 Year | +117.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7200 | 1.3600 |
|---|---|---|
| 1M High / 1M Low: | 1.7300 | 1.2900 |
| 6M High / 6M Low: | 1.8000 | 0.7200 |
| High (YTD): | 2024-03-04 | 2.1600 |
| Low (YTD): | 2024-05-02 | 0.7200 |
| 52W High: | 2024-03-04 | 2.1600 |
| 52W Low: | 2023-09-25 | 0.5500 |
| Avg. price 1W: | 1.5300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5022 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2574 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2694 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 168.13% | |
| Volatility 6M: | 150.28% | |
| Volatility 1Y: | 126.32% | |
| Volatility 3Y: | - |
