UC WAR. CALL 06/25 RSO/ DE000HC90PH0 /
30/08/2024 21:40:58 | Chg.-0.0300 | Bid21:55:56 | Ask21:55:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1800EUR | -14.29% | 0.1700 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
Ross Stores Inc | 200.00 - | 18/06/2025 | Call |
Master data
WKN: | HC90PH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Ross Stores Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 18/06/2025 |
Issue date: | 28/08/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 75.74 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.19 |
Parity: | -6.37 |
Time value: | 0.18 |
Break-even: | 201.80 |
Moneyness: | 0.68 |
Premium: | 0.48 |
Premium p.a.: | 0.64 |
Spread abs.: | 0.01 |
Spread %: | 5.88% |
Delta: | 0.11 |
Theta: | -0.01 |
Omega: | 8.64 |
Rho: | 0.11 |
Quote data
Open: | 0.1500 |
---|---|
High: | 0.1800 |
Low: | 0.1500 |
Previous Close: | 0.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -30.77% | ||
---|---|---|---|
1 Month | -10.00% | ||
3 Months | -21.74% | ||
YTD | -41.94% | ||
1 Year | -21.74% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2400 | 0.1800 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.1400 |
6M High / 6M Low: | 0.5800 | 0.1400 |
High (YTD): | 28/02/2024 | 0.6100 |
Low (YTD): | 14/08/2024 | 0.1400 |
52W High: | 28/02/2024 | 0.6100 |
52W Low: | 27/09/2023 | 0.1200 |
Avg. price 1W: | 0.2100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1900 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2634 | |
Avg. volume 6M: | .2734 | |
Avg. price 1Y: | 0.2700 | |
Avg. volume 1Y: | .1373 | |
Volatility 1M: | 267.19% | |
Volatility 6M: | 191.89% | |
Volatility 1Y: | 160.50% | |
Volatility 3Y: | - |