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: | 9.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 1.01 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.18 |
| Parity: | 1.01 |
| Time value: | 0.21 |
| Break-even: | 123.71 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.83% |
| Delta: | 0.80 |
| Theta: | -0.05 |
| Omega: | 8.02 |
| Rho: | 0.11 |
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: | - |
