UC WAR. CALL 01/25 RSO/ DE000HC548X0 /
| 11/12/2024 7:41:09 PM | Chg.-0.0200 | Bid8:13:12 PM | Ask8:13:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | -11.76% | 0.1500 Bid Size: 20,000 |
0.1600 Ask Size: 20,000 |
Ross Stores Inc | 160.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC548X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 3/17/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 74.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.20 |
| Parity: | -2.65 |
| Time value: | 0.18 |
| Break-even: | 161.80 |
| Moneyness: | 0.83 |
| Premium: | 0.21 |
| Premium p.a.: | 1.99 |
| Spread abs.: | 0.01 |
| Spread %: | 5.88% |
| Delta: | 0.16 |
| Theta: | -0.04 |
| Omega: | 12.23 |
| Rho: | 0.04 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1200 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.05% | ||
|---|---|---|---|
| 1 Month | -31.82% | ||
| 3 Months | -57.14% | ||
| YTD | -80.77% | ||
| 1 Year | -71.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.1300 |
| 6M High / 6M Low: | 0.7800 | 0.1300 |
| High (YTD): | 2/28/2024 | 1.2800 |
| Low (YTD): | 11/6/2024 | 0.1300 |
| 52W High: | 2/28/2024 | 1.2800 |
| 52W Low: | 11/6/2024 | 0.1300 |
| Avg. price 1W: | 0.1740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2329 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4627 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6083 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 275.51% | |
| Volatility 6M: | 218.82% | |
| Volatility 1Y: | 174.55% | |
| Volatility 3Y: | - |
