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UniCredit Call 140 ROST 18.12.202.../  DE000HC4XB10  /

Frankfurt Zert./HVB
2024-07-26  7:38:07 PM Chg.-0.060 Bid9:56:51 PM Ask9:56:51 PM Underlying Strike price Expiration date Option type
1.010EUR -5.61% 0.980
Bid Size: 12,000		 0.990
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: 1.010
High: 1.060
Low: 0.990
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.61%
1 Month
  -28.87%
3 Months  
+5.21%
YTD
  -28.37%
1 Year  
+31.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.010
1M High / 1M Low: 1.730 1.010
6M High / 6M Low: 2.180 0.720
High (YTD): 2024-02-28 2.180
Low (YTD): 2024-05-02 0.720
52W High: 2024-02-28 2.180
52W Low: 2023-09-27 0.540
Avg. price 1W:   1.120
Avg. volume 1W:   0.000
Avg. price 1M:   1.300
Avg. volume 1M:   0.000
Avg. price 6M:   1.405
Avg. volume 6M:   0.000
Avg. price 1Y:   1.194
Avg. volume 1Y:   0.000
Volatility 1M:   128.97%
Volatility 6M:   135.43%
Volatility 1Y:   122.62%
Volatility 3Y:   -