UC WAR. CALL 06/24 RSO/ DE000HC498T6 /
| 2024-05-17 9:42:27 PM | Chg.-0.2000 | Bid9:57:40 PM | Ask9:57:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | -13.42% | 1.2600 Bid Size: 14,000 |
1.2700 Ask Size: 14,000 |
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: | 9.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.82 |
| Historic volatility: | 0.18 |
| Parity: | 0.18 |
| Time value: | 1.09 |
| Break-even: | 132.70 |
| Moneyness: | 1.01 |
| Premium: | 0.09 |
| Premium p.a.: | 1.67 |
| Spread abs.: | 0.01 |
| Spread %: | 0.79% |
| Delta: | 0.58 |
| Theta: | -0.19 |
| Omega: | 5.53 |
| Rho: | 0.05 |
Quote data
| Open: | 1.4700 |
|---|---|
| High: | 1.4700 |
| Low: | 1.2800 |
| Previous Close: | 1.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.86% | ||
|---|---|---|---|
| 1 Month | -5.84% | ||
| 3 Months | -49.81% | ||
| YTD | -39.15% | ||
| 1 Year | +38.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4900 | 1.2900 |
|---|---|---|
| 1M High / 1M Low: | 1.5200 | 1.0000 |
| 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: | 1.3780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3433 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0706 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5192 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 152.46% | |
| Volatility 6M: | 88.89% | |
| Volatility 1Y: | 108.83% | |
| Volatility 3Y: | - |
