UC WAR. CALL 12/24 RSO/ DE000HC685P6 /
| 2024-06-18 11:40:40 AM | Chg.-0.0200 | Bid1:00:38 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0000EUR | -0.50% | 4.0300 Bid Size: 4,000 |
- Ask Size: - |
Ross Stores Inc | 110.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC685P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-04-21 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.21 |
|---|---|
| Intrinsic value: | 3.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.19 |
| Parity: | 3.00 |
| Time value: | 0.83 |
| Break-even: | 148.30 |
| Moneyness: | 1.27 |
| Premium: | 0.06 |
| Premium p.a.: | 0.12 |
| Spread abs.: | -0.21 |
| Spread %: | -5.20% |
| Delta: | 0.81 |
| Theta: | -0.05 |
| Omega: | 2.97 |
| Rho: | 0.38 |
Quote data
| Open: | 3.9900 |
|---|---|
| High: | 4.0100 |
| Low: | 3.9900 |
| Previous Close: | 4.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.64% | ||
|---|---|---|---|
| 1 Month | +54.44% | ||
| 3 Months | +6.67% | ||
| YTD | +23.46% | ||
| 1 Year | +148.45% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0200 | 3.5200 |
|---|---|---|
| 1M High / 1M Low: | 4.0200 | 2.4800 |
| 6M High / 6M Low: | 4.2700 | 2.2900 |
| High (YTD): | 2024-02-28 | 4.2700 |
| Low (YTD): | 2024-05-02 | 2.2900 |
| 52W High: | 2024-02-28 | 4.2700 |
| 52W Low: | 2023-09-27 | 1.5500 |
| Avg. price 1W: | 3.6880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2219 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3278 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.6873 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 126.48% | |
| Volatility 6M: | 70.07% | |
| Volatility 1Y: | 75.46% | |
| Volatility 3Y: | - |
