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UniCredit Call 170 ROST 18.12.202.../  DE000HC5VM34  /

EUWAX
6/19/2024  8:43:59 AM Chg.-0.050 Bid11:10:21 AM Ask11:10:21 AM Underlying Strike price Expiration date Option type
0.310EUR -13.89% 0.330
Bid Size: 10,000		 0.390
Ask Size: 10,000		 Ross Stores Inc 170.00 - 12/18/2024 Call
 

Master data

WKN: HC5VM3
Issuer: UniCredit
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 12/18/2024
Issue date: 4/11/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.46
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -3.15
Time value: 0.36
Break-even: 173.60
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.23
Theta: -0.03
Omega: 8.75
Rho: 0.14
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+47.62%
3 Months
  -42.59%
YTD
  -32.61%
1 Year  
+24.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.380 0.140
6M High / 6M Low: 0.860 0.140
High (YTD): 2/28/2024 0.860
Low (YTD): 5/21/2024 0.140
52W High: 2/28/2024 0.860
52W Low: 5/21/2024 0.140
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.364
Avg. volume 1Y:   0.000
Volatility 1M:   332.95%
Volatility 6M:   175.68%
Volatility 1Y:   161.08%
Volatility 3Y:   -