UC WAR. CALL 12/24 RSO/ DE000HC498Y6 /
| 2024-06-03 5:41:59 PM | Chg.+0.0500 | Bid7:28:13 PM | Ask7:28:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | +7.94% | 0.6700 Bid Size: 15,000 |
0.6800 Ask Size: 15,000 |
Ross Stores Inc | 150.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC498Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 19.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.19 |
| Parity: | -2.12 |
| Time value: | 0.66 |
| Break-even: | 156.60 |
| Moneyness: | 0.86 |
| Premium: | 0.22 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 1.54% |
| Delta: | 0.35 |
| Theta: | -0.03 |
| Omega: | 6.74 |
| Rho: | 0.21 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6300 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.07% | ||
|---|---|---|---|
| 1 Month | +28.30% | ||
| 3 Months | -56.69% | ||
| YTD | -34.62% | ||
| 1 Year | +61.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.5000 |
| 6M High / 6M Low: | 1.6200 | 0.4400 |
| High (YTD): | 2024-03-04 | 1.6200 |
| Low (YTD): | 2024-05-02 | 0.4400 |
| 52W High: | 2024-03-04 | 1.6200 |
| 52W Low: | 2023-09-26 | 0.3800 |
| Avg. price 1W: | 0.6940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6010 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9944 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7731 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 253.25% | |
| Volatility 6M: | 130.04% | |
| Volatility 1Y: | 124.56% | |
| Volatility 3Y: | - |
