UC WAR. CALL 06/24 RSO/ DE000HC498U4 /
| 2024-05-03 9:40:49 PM | Chg.-0.0090 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0490EUR | -15.52% | 0.0520 Bid Size: 20,000 |
0.0760 Ask Size: 20,000 |
Ross Stores Inc | 150.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC498U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 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: | 159.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.18 |
| Parity: | -1.78 |
| Time value: | 0.08 |
| Break-even: | 140.15 |
| Moneyness: | 0.87 |
| Premium: | 0.15 |
| Premium p.a.: | 2.09 |
| Spread abs.: | 0.02 |
| Spread %: | 46.15% |
| Delta: | 0.12 |
| Theta: | -0.03 |
| Omega: | 19.57 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0580 |
|---|---|
| High: | 0.0580 |
| Low: | 0.0010 |
| Previous Close: | 0.0580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -55.45% | ||
|---|---|---|---|
| 1 Month | -83.10% | ||
| 3 Months | -93.10% | ||
| YTD | -90.58% | ||
| 1 Year | -84.19% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0760 | 0.0490 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.0490 |
| 6M High / 6M Low: | 0.9400 | 0.0490 |
| High (YTD): | 2024-02-28 | 0.9400 |
| Low (YTD): | 2024-05-03 | 0.0490 |
| 52W High: | 2024-02-28 | 0.9400 |
| 52W Low: | 2024-05-03 | 0.0490 |
| Avg. price 1W: | 0.0622 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1590 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4592 | |
| Avg. volume 6M: | 33.5161 | |
| Avg. price 1Y: | 0.3602 | |
| Avg. volume 1Y: | 16.2344 | |
| Volatility 1M: | 196.22% | |
| Volatility 6M: | 179.31% | |
| Volatility 1Y: | 159.53% | |
| Volatility 3Y: | - |
