UniCredit Call 120 ROST 19.06.2024
/ DE000HC498T6
UniCredit Call 120 ROST 19.06.202.../ DE000HC498T6 /
| 2024-05-03 8:34:05 PM |
Chg.+0.20 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+19.61% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.94 |
| High: |
1.22 |
| Low: |
0.94 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.01% |
| 1 Month |
|
|
-39.60% |
| 3 Months |
|
|
-53.44% |
| YTD |
|
|
-41.90% |
| 1 Year |
|
|
+45.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.02 |
| 1M High / 1M Low: |
2.06 |
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: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
140.20% |
| Volatility 6M: |
|
113.52% |
| Volatility 1Y: |
|
110.10% |
| Volatility 3Y: |
|
- |
