UC WAR. CALL 01/25 RSO/ DE000HC49930 /
| 04/10/2024 21:40:06 | Chg.-0.0600 | Bid21:57:26 | Ask21:57:26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6100EUR | -8.96% | 0.5600 Bid Size: 20,000 |
0.6700 Ask Size: 20,000 |
Ross Stores Inc | 150.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC4993 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 20/02/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 19.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.19 |
| Parity: | -1.74 |
| Time value: | 0.67 |
| Break-even: | 156.70 |
| Moneyness: | 0.88 |
| Premium: | 0.18 |
| Premium p.a.: | 0.82 |
| Spread abs.: | 0.11 |
| Spread %: | 19.64% |
| Delta: | 0.36 |
| Theta: | -0.06 |
| Omega: | 7.08 |
| Rho: | 0.11 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6000 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.11% | ||
|---|---|---|---|
| 1 Month | -36.46% | ||
| 3 Months | -31.46% | ||
| YTD | -44.55% | ||
| 1 Year | +24.49% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.6100 |
| 6M High / 6M Low: | 1.2400 | 0.5100 |
| High (YTD): | 28/02/2024 | 1.7200 |
| Low (YTD): | 02/05/2024 | 0.5100 |
| 52W High: | 28/02/2024 | 1.7200 |
| 52W Low: | 13/10/2023 | 0.4700 |
| Avg. price 1W: | 0.7180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9133 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8505 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9496 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 146.48% | |
| Volatility 6M: | 163.40% | |
| Volatility 1Y: | 135.19% | |
| Volatility 3Y: | - |
