UniCredit Call 130 ROST 18.12.2024
/ DE000HC62016
UniCredit Call 130 ROST 18.12.202.../ DE000HC62016 /
2024-09-19 12:54:05 PM |
Chg.+0.020 |
Bid9:58:40 PM |
Ask2024-09-19 |
Underlying |
Strike price |
Expiration date |
Option type |
2.190EUR |
+0.92% |
2.390 Bid Size: 6,000 |
- Ask Size: - |
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: |
6.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.68 |
Historic volatility: |
0.19 |
Parity: |
0.56 |
Time value: |
1.56 |
Break-even: |
151.20 |
Moneyness: |
1.04 |
Premium: |
0.11 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
0.63 |
Theta: |
-0.10 |
Omega: |
4.00 |
Rho: |
0.16 |
Quote data
Open: |
2.140 |
High: |
2.200 |
Low: |
2.140 |
Previous Close: |
2.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.37% |
1 Month |
|
|
+10.61% |
3 Months |
|
|
-1.79% |
YTD |
|
|
+14.06% |
1 Year |
|
|
+104.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.500 |
2.170 |
1M High / 1M Low: |
2.500 |
1.970 |
6M High / 6M Low: |
2.500 |
1.120 |
High (YTD): |
2024-02-28 |
2.810 |
Low (YTD): |
2024-05-02 |
1.120 |
52W High: |
2024-02-28 |
2.810 |
52W Low: |
2023-09-27 |
0.780 |
Avg. price 1W: |
|
2.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.240 |
Avg. volume 1M: |
|
173.913 |
Avg. price 6M: |
|
1.860 |
Avg. volume 6M: |
|
31.008 |
Avg. price 1Y: |
|
1.791 |
Avg. volume 1Y: |
|
15.625 |
Volatility 1M: |
|
126.37% |
Volatility 6M: |
|
127.22% |
Volatility 1Y: |
|
110.28% |
Volatility 3Y: |
|
- |