UC WAR. CALL 12/24 RSO/ DE000HC548V4 /
2024-09-20 8:00:50 AM | Chg.-0.0200 | Bid2024-09-20 | Ask2024-09-20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4300EUR | -4.44% | 0.4300 Bid Size: 8,000 |
0.5300 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: | 36.66 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.19 |
Parity: | -2.44 |
Time value: | 0.37 |
Break-even: | 163.70 |
Moneyness: | 0.85 |
Premium: | 0.21 |
Premium p.a.: | 1.14 |
Spread abs.: | 0.01 |
Spread %: | 2.78% |
Delta: | 0.25 |
Theta: | -0.05 |
Omega: | 9.15 |
Rho: | 0.07 |
Quote data
Open: | 0.4300 |
---|---|
High: | 0.4300 |
Low: | 0.4300 |
Previous Close: | 0.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.37% | ||
---|---|---|---|
1 Month | +7.50% | ||
3 Months | -25.86% | ||
YTD | -40.28% | ||
1 Year | +22.86% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5400 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.6500 | 0.3200 |
6M High / 6M Low: | 0.8900 | 0.2300 |
High (YTD): | 2024-02-28 | 1.1900 |
Low (YTD): | 2024-08-07 | 0.2300 |
52W High: | 2024-02-28 | 1.1900 |
52W Low: | 2024-08-07 | 0.2300 |
Avg. price 1W: | 0.4380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4465 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4595 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.5498 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 304.58% | |
Volatility 6M: | 212.03% | |
Volatility 1Y: | 171.27% | |
Volatility 3Y: | - |