UC WAR. CALL 12/24 RSO/ DE000HC62016 /
| 2024-09-19 11:41:58 AM | Chg.- | Bid1:17:15 PM | Ask2024-09-19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2000EUR | - | 2.1800 Bid Size: 4,000 |
- Ask Size: 4,000 |
Ross Stores Inc | 130.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6201 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-04-14 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.19 |
| Parity: | 0.84 |
| Time value: | 1.41 |
| Break-even: | 152.50 |
| Moneyness: | 1.06 |
| Premium: | 0.10 |
| Premium p.a.: | 0.49 |
| Spread abs.: | -0.14 |
| Spread %: | -5.86% |
| Delta: | 0.65 |
| Theta: | -0.10 |
| Omega: | 3.99 |
| Rho: | 0.16 |
Quote data
| Open: | 2.1400 |
|---|---|
| High: | 2.2000 |
| Low: | 2.1400 |
| Previous Close: | 2.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.35% | ||
|---|---|---|---|
| 1 Month | +12.24% | ||
| 3 Months | +0.92% | ||
| YTD | +12.24% | ||
| 1 Year | +113.59% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5100 | 2.1000 |
|---|---|---|
| 1M High / 1M Low: | 2.5100 | 1.9600 |
| 6M High / 6M Low: | 2.5100 | 1.1100 |
| High (YTD): | 2024-03-04 | 2.7800 |
| Low (YTD): | 2024-05-02 | 1.1100 |
| 52W High: | 2024-03-04 | 2.7800 |
| 52W Low: | 2023-09-25 | 0.8000 |
| Avg. price 1W: | 2.2620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8626 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8007 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 121.75% | |
| Volatility 6M: | 122.30% | |
| Volatility 1Y: | 106.09% | |
| Volatility 3Y: | - |
