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: | - |
