UC WAR. CALL 06/25 RSO/ DE000HC7U9Z2 /
| 2024-07-26 9:40:40 PM | Chg.-0.0300 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | -3.61% | 0.7700 Bid Size: 15,000 |
0.7800 Ask Size: 15,000 |
Ross Stores Inc | 160.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7U9Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.19 |
| Parity: | -3.02 |
| Time value: | 0.78 |
| Break-even: | 167.80 |
| Moneyness: | 0.81 |
| Premium: | 0.29 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.01 |
| Spread %: | 1.30% |
| Delta: | 0.34 |
| Theta: | -0.03 |
| Omega: | 5.66 |
| Rho: | 0.32 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8400 |
| Low: | 0.8000 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.11% | ||
|---|---|---|---|
| 1 Month | -27.27% | ||
| 3 Months | -3.61% | ||
| YTD | -23.81% | ||
| 1 Year | +50.94% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.8000 |
| 6M High / 6M Low: | 1.7000 | 0.6200 |
| High (YTD): | 2024-02-28 | 1.7000 |
| Low (YTD): | 2024-05-02 | 0.6200 |
| 52W High: | 2024-02-28 | 1.7000 |
| 52W Low: | 2023-09-27 | 0.4300 |
| Avg. price 1W: | 0.8540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0036 | |
| Avg. volume 1M: | 6.3636 | |
| Avg. price 6M: | 1.1067 | |
| Avg. volume 6M: | 2.2047 | |
| Avg. price 1Y: | 0.9175 | |
| Avg. volume 1Y: | 1.0938 | |
| Volatility 1M: | 88.61% | |
| Volatility 6M: | 113.57% | |
| Volatility 1Y: | 107.71% | |
| Volatility 3Y: | - |
