UC WAR. CALL 01/25 RSO/ DE000HC49930 /
| 6/3/2024 7:40:22 PM | Chg.+0.0400 | Bid6/3/2024 | Ask6/3/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +5.48% | 0.7600 Bid Size: 15,000 |
0.7700 Ask Size: 15,000 |
Ross Stores Inc | 150.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC4993 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 2/20/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.19 |
| Parity: | -2.12 |
| Time value: | 0.76 |
| Break-even: | 157.60 |
| Moneyness: | 0.86 |
| Premium: | 0.22 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.01 |
| Spread %: | 1.33% |
| Delta: | 0.37 |
| Theta: | -0.03 |
| Omega: | 6.21 |
| Rho: | 0.25 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7300 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.44% | ||
|---|---|---|---|
| 1 Month | +32.76% | ||
| 3 Months | -53.61% | ||
| YTD | -30.00% | ||
| 1 Year | +75.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9000 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.5500 |
| 6M High / 6M Low: | 1.7200 | 0.5100 |
| High (YTD): | 2/28/2024 | 1.7200 |
| Low (YTD): | 5/2/2024 | 0.5100 |
| 52W High: | 2/28/2024 | 1.7200 |
| 52W Low: | 9/25/2023 | 0.4100 |
| Avg. price 1W: | 0.7820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6748 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0713 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8315 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 230.27% | |
| Volatility 6M: | 118.46% | |
| Volatility 1Y: | 116.95% | |
| Volatility 3Y: | - |
