UC WAR. CALL 06/25 RSO/ DE000HC7U9Z2 /
| 30/08/2024 09:40:43 | Chg.-0.0500 | Bid10:52:01 | Ask10:52:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | -4.55% | 1.0500 Bid Size: 6,000 |
1.1000 Ask Size: 6,000 |
Ross Stores Inc | 160.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC7U9Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 30/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.19 |
| Parity: | -2.30 |
| Time value: | 1.08 |
| Break-even: | 170.80 |
| Moneyness: | 0.86 |
| Premium: | 0.25 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.01 |
| Spread %: | 0.93% |
| Delta: | 0.41 |
| Theta: | -0.03 |
| Omega: | 5.17 |
| Rho: | 0.36 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0500 |
| Low: | 1.0300 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.00% | ||
|---|---|---|---|
| 1 Month | +22.09% | ||
| 3 Months | +12.90% | ||
| YTD | 0.00% | ||
| 1 Year | +47.89% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.7100 |
| 6M High / 6M Low: | 1.6700 | 0.6200 |
| High (YTD): | 28/02/2024 | 1.7000 |
| Low (YTD): | 02/05/2024 | 0.6200 |
| 52W High: | 28/02/2024 | 1.7000 |
| 52W Low: | 27/09/2023 | 0.4300 |
| Avg. price 1W: | 1.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9326 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0214 | |
| Avg. volume 6M: | 2.1875 | |
| Avg. price 1Y: | 0.9489 | |
| Avg. volume 1Y: | 1.0938 | |
| Volatility 1M: | 175.35% | |
| Volatility 6M: | 130.75% | |
| Volatility 1Y: | 112.74% | |
| Volatility 3Y: | - |
