UC WAR. CALL 06/24 RSO/ DE000HC4QWE2 /
| 2024-05-22 9:41:57 PM | Chg.-0.0300 | Bid9:56:38 PM | Ask9:56:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | -5.45% | 0.5100 Bid Size: 20,000 |
0.5200 Ask Size: 20,000 |
Ross Stores Inc | 130.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC4QWE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-03 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.18 |
| Parity: | -0.81 |
| Time value: | 0.58 |
| Break-even: | 135.80 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 3.09 |
| Spread abs.: | 0.01 |
| Spread %: | 1.75% |
| Delta: | 0.40 |
| Theta: | -0.16 |
| Omega: | 8.47 |
| Rho: | 0.03 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5200 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.58% | ||
|---|---|---|---|
| 1 Month | -31.58% | ||
| 3 Months | -74.51% | ||
| YTD | -64.14% | ||
| 1 Year | -8.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 0.7700 | 0.4400 |
| 6M High / 6M Low: | 2.2200 | 0.4400 |
| High (YTD): | 2024-02-28 | 2.2200 |
| Low (YTD): | 2024-05-02 | 0.4400 |
| 52W High: | 2024-02-28 | 2.2200 |
| 52W Low: | 2023-09-25 | 0.4200 |
| Avg. price 1W: | 0.5960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6310 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3483 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9970 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 218.24% | |
| Volatility 6M: | 123.87% | |
| Volatility 1Y: | 132.43% | |
| Volatility 3Y: | - |
