UC WAR. CALL 12/24 RSO/ DE000HC4XB10 /
8/30/2024 9:40:21 PM | Chg.-0.1700 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3600EUR | -11.11% | 1.3700 Bid Size: 8,000 |
1.3800 Ask Size: 8,000 |
Ross Stores Inc | 140.00 - | 12/18/2024 | Call |
Master data
WKN: | HC4XB1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Ross Stores Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 - |
Maturity: | 12/18/2024 |
Issue date: | 3/10/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.46 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.50 |
Historic volatility: | 0.19 |
Parity: | -0.37 |
Time value: | 1.38 |
Break-even: | 153.80 |
Moneyness: | 0.97 |
Premium: | 0.13 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.01 |
Spread %: | 0.73% |
Delta: | 0.53 |
Theta: | -0.07 |
Omega: | 5.25 |
Rho: | 0.17 |
Quote data
Open: | 1.4300 |
---|---|
High: | 1.4700 |
Low: | 1.3200 |
Previous Close: | 1.5300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.39% | ||
---|---|---|---|
1 Month | +22.52% | ||
3 Months | +30.77% | ||
YTD | -6.21% | ||
1 Year | +36.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6500 | 1.3600 |
---|---|---|
1M High / 1M Low: | 1.7300 | 0.8800 |
6M High / 6M Low: | 2.1600 | 0.7200 |
High (YTD): | 3/4/2024 | 2.1600 |
Low (YTD): | 5/2/2024 | 0.7200 |
52W High: | 3/4/2024 | 2.1600 |
52W Low: | 9/25/2023 | 0.5500 |
Avg. price 1W: | 1.5080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2568 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2943 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.2390 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 198.99% | |
Volatility 6M: | 147.00% | |
Volatility 1Y: | 124.25% | |
Volatility 3Y: | - |