UniCredit Call 120 ROST 19.06.2024
/ DE000HC498T6
UniCredit Call 120 ROST 19.06.202.../ DE000HC498T6 /
| 2024-05-22 9:04:15 AM |
Chg.+0.09 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+7.89% |
1.23
Bid Size: 3,000 |
1.30
Ask Size: 3,000 |
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: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.18 |
| Parity: |
0.11 |
| Time value: |
1.08 |
| Break-even: |
131.90 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.57 |
| Theta: |
-0.20 |
| Omega: |
5.77 |
| Rho: |
0.05 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.21% |
| 1 Month |
|
|
-21.15% |
| 3 Months |
|
|
-54.61% |
| YTD |
|
|
-41.43% |
| 1 Year |
|
|
+32.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.14 |
| 1M High / 1M Low: |
1.56 |
1.02 |
| 6M High / 6M Low: |
3.05 |
1.02 |
| High (YTD): |
2024-02-28 |
3.05 |
| Low (YTD): |
2024-05-02 |
1.02 |
| 52W High: |
2024-02-28 |
3.05 |
| 52W Low: |
2023-06-07 |
0.69 |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
145.65% |
| Volatility 6M: |
|
88.42% |
| Volatility 1Y: |
|
111.65% |
| Volatility 3Y: |
|
- |
