UC WAR. CALL 06/24 RSO/ DE000HC498T6 /
| 2024-06-04 3:41:23 PM | Chg.+0.1100 | Bid4:13:07 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | +5.79% | 1.9300 Bid Size: 6,000 |
- Ask Size: - |
Ross Stores Inc | 120.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC498T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 1.36 |
| Historic volatility: | 0.19 |
| Parity: | 0.95 |
| Time value: | 0.95 |
| Break-even: | 139.00 |
| Moneyness: | 1.08 |
| Premium: | 0.07 |
| Premium p.a.: | 4.63 |
| Spread abs.: | -0.04 |
| Spread %: | -2.06% |
| Delta: | 0.66 |
| Theta: | -0.44 |
| Omega: | 4.51 |
| Rho: | 0.03 |
Quote data
| Open: | 1.8600 |
|---|---|
| High: | 2.0100 |
| Low: | 1.8500 |
| Previous Close: | 1.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.24% | ||
|---|---|---|---|
| 1 Month | +63.41% | ||
| 3 Months | -33.44% | ||
| YTD | -5.19% | ||
| 1 Year | +171.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9000 | 1.7000 |
|---|---|---|
| 1M High / 1M Low: | 2.0300 | 1.2000 |
| 6M High / 6M Low: | 3.0300 | 1.0000 |
| High (YTD): | 2024-02-28 | 3.0300 |
| Low (YTD): | 2024-05-02 | 1.0000 |
| 52W High: | 2024-02-28 | 3.0300 |
| 52W Low: | 2023-06-07 | 0.6900 |
| Avg. price 1W: | 1.7960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5029 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0666 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5567 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 261.64% | |
| Volatility 6M: | 129.60% | |
| Volatility 1Y: | 126.47% | |
| Volatility 3Y: | - |
