UC WAR. CALL 06/25 RSO/ DE000HC90PH0 /
| 7/26/2024 9:41:28 PM | Chg.-0.0100 | Bid9:52:42 PM | Ask9:52:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -5.00% | 0.1400 Bid Size: 15,000 |
0.1700 Ask Size: 15,000 |
Ross Stores Inc | 200.00 - | 6/18/2025 | Call |
Master data
| WKN: | HC90PH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 8/28/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 76.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.19 |
| Parity: | -7.02 |
| Time value: | 0.17 |
| Break-even: | 201.70 |
| Moneyness: | 0.65 |
| Premium: | 0.55 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.03 |
| Spread %: | 21.43% |
| Delta: | 0.11 |
| Theta: | -0.01 |
| Omega: | 8.13 |
| Rho: | 0.11 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2000 |
| Low: | 0.1900 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.00% | ||
|---|---|---|---|
| 1 Month | -26.92% | ||
| 3 Months | -9.52% | ||
| YTD | -38.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.1900 |
| 6M High / 6M Low: | 0.6100 | 0.1500 |
| High (YTD): | 2/28/2024 | 0.6100 |
| Low (YTD): | 5/2/2024 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2323 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3148 | |
| Avg. volume 6M: | .2756 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.84% | |
| Volatility 6M: | 166.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
