UC WAR. CALL 12/24 RSO/ DE000HC548V4 /
| 2024-06-19 1:41:01 PM | Chg.0.0000 | Bid2:43:51 PM | Ask2:43:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6300EUR | 0.00% | 0.4700 Bid Size: 8,000 |
0.8000 Ask Size: 8,000 |
Ross Stores Inc | 160.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC548V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.19 |
| Parity: | -2.15 |
| Time value: | 0.62 |
| Break-even: | 166.20 |
| Moneyness: | 0.87 |
| Premium: | 0.20 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.01 |
| Spread %: | 1.64% |
| Delta: | 0.33 |
| Theta: | -0.04 |
| Omega: | 7.42 |
| Rho: | 0.20 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6300 |
| Low: | 0.6300 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.53% | ||
|---|---|---|---|
| 1 Month | +80.00% | ||
| 3 Months | -24.10% | ||
| YTD | -12.50% | ||
| 1 Year | +75.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.6700 | 0.2900 |
| 6M High / 6M Low: | 1.1900 | 0.2600 |
| High (YTD): | 2024-02-28 | 1.1900 |
| Low (YTD): | 2024-05-02 | 0.2600 |
| 52W High: | 2024-02-28 | 1.1900 |
| 52W Low: | 2024-05-02 | 0.2600 |
| Avg. price 1W: | 0.5720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4505 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6652 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5414 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 275.37% | |
| Volatility 6M: | 147.90% | |
| Volatility 1Y: | 140.17% | |
| Volatility 3Y: | - |
