UniCredit Call 120 ROST 18.12.2024
/ DE000HC498X8
UniCredit Call 120 ROST 18.12.202.../ DE000HC498X8 /
| 2024-09-19 1:21:06 PM |
Chg.+0.07 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
+2.39% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
120.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC498X |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.19 |
| Parity: |
1.56 |
| Time value: |
1.40 |
| Break-even: |
149.60 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
0.70 |
| Theta: |
-0.11 |
| Omega: |
3.21 |
| Rho: |
0.16 |
Quote data
| Open: |
2.94 |
| High: |
3.00 |
| Low: |
2.94 |
| Previous Close: |
2.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.91% |
| 1 Month |
|
|
+9.49% |
| 3 Months |
|
|
+0.33% |
| YTD |
|
|
+18.58% |
| 1 Year |
|
|
+115.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.33 |
2.93 |
| 1M High / 1M Low: |
3.38 |
2.74 |
| 6M High / 6M Low: |
3.38 |
1.65 |
| High (YTD): |
2024-02-28 |
3.52 |
| Low (YTD): |
2024-05-02 |
1.65 |
| 52W High: |
2024-02-28 |
3.52 |
| 52W Low: |
2023-09-25 |
1.12 |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.77% |
| Volatility 6M: |
|
102.85% |
| Volatility 1Y: |
|
93.23% |
| Volatility 3Y: |
|
- |
