UC WAR. CALL 12/24 RSO/ DE000HC4XB10 /
| 2024-07-26 9:42:18 PM | Chg.-0.0500 | Bid9:56:51 PM | Ask9:56:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0100EUR | -4.72% | 0.9800 Bid Size: 12,000 |
0.9900 Ask Size: 12,000 |
Ross Stores Inc | 140.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC4XB1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-10 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.19 |
| Parity: | -1.02 |
| Time value: | 0.99 |
| Break-even: | 149.90 |
| Moneyness: | 0.93 |
| Premium: | 0.15 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.01 |
| Spread %: | 1.02% |
| Delta: | 0.46 |
| Theta: | -0.05 |
| Omega: | 5.97 |
| Rho: | 0.19 |
Quote data
| Open: | 1.0600 |
|---|---|
| High: | 1.0600 |
| Low: | 1.0100 |
| Previous Close: | 1.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.41% | ||
|---|---|---|---|
| 1 Month | -27.86% | ||
| 3 Months | +4.12% | ||
| YTD | -30.34% | ||
| 1 Year | +34.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2100 | 1.0100 |
|---|---|---|
| 1M High / 1M Low: | 1.7300 | 1.0100 |
| 6M High / 6M Low: | 2.1600 | 0.7200 |
| High (YTD): | 2024-03-04 | 2.1600 |
| Low (YTD): | 2024-05-02 | 0.7200 |
| 52W High: | 2024-03-04 | 2.1600 |
| 52W Low: | 2023-09-25 | 0.5500 |
| Avg. price 1W: | 1.1140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3136 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4115 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1997 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 105.19% | |
| Volatility 6M: | 126.94% | |
| Volatility 1Y: | 116.46% | |
| Volatility 3Y: | - |
