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UniCredit Call 150 ROST 18.12.202.../  DE000HC498Y6  /

Frankfurt Zert./HVB
03/06/2024  17:34:27 Chg.+0.070 Bid17:51:39 Ask17:51:39 Underlying Strike price Expiration date Option type
0.680EUR +11.48% 0.680
Bid Size: 15,000		 0.690
Ask Size: 15,000		 Ross Stores Inc 150.00 - 18/12/2024 Call
 

Master data

WKN: HC498Y
Issuer: UniCredit
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 18/12/2024
Issue date: 20/02/2023
Last trading day: 17/12/2024
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: 0.620
High: 0.690
Low: 0.580
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.92%
1 Month  
+30.77%
3 Months
  -56.69%
YTD
  -32.00%
1 Year  
+65.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.610
1M High / 1M Low: 0.890 0.490
6M High / 6M Low: 1.640 0.440
High (YTD): 28/02/2024 1.640
Low (YTD): 02/05/2024 0.440
52W High: 28/02/2024 1.640
52W Low: 27/09/2023 0.370
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.987
Avg. volume 6M:   0.000
Avg. price 1Y:   0.768
Avg. volume 1Y:   0.000
Volatility 1M:   287.61%
Volatility 6M:   137.48%
Volatility 1Y:   131.39%
Volatility 3Y:   -