UC WAR. CALL 06/24 RSO/ DE000HC498T6 /
2024-05-03 9:40:43 PM | Chg.+0.2300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2300EUR | +23.00% | 1.2100 Bid Size: 8,000 |
1.2200 Ask Size: 8,000 |
Ross Stores Inc | 120.00 USD | 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 USD |
Maturity: | 2024-06-19 |
Issue date: | 2023-02-20 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.02 |
Leverage: | Yes |
Calculated values
Fair value: | 0.83 |
---|---|
Intrinsic value: | 0.72 |
Implied volatility: | 0.31 |
Historic volatility: | 0.18 |
Parity: | 0.72 |
Time value: | 0.27 |
Break-even: | 121.74 |
Moneyness: | 1.06 |
Premium: | 0.02 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.01 |
Spread %: | 1.02% |
Delta: | 0.74 |
Theta: | -0.05 |
Omega: | 8.93 |
Rho: | 0.10 |
Quote data
Open: | 1.0000 |
---|---|
High: | 1.2300 |
Low: | 0.9800 |
Previous Close: | 1.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.33% | ||
---|---|---|---|
1 Month | -39.11% | ||
3 Months | -52.69% | ||
YTD | -41.98% | ||
1 Year | +44.71% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.2300 | 1.0000 |
---|---|---|
1M High / 1M Low: | 2.0700 | 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: | 1.1325 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5676 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.0665 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.4998 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 146.71% | |
Volatility 6M: | 108.76% | |
Volatility 1Y: | 107.92% | |
Volatility 3Y: | - |