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UniCredit Call 140 ROST 18.12.202.../  DE000HC4XB10  /

EUWAX
11/8/2024  9:27:30 PM Chg.+0.170 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.830EUR +25.76% 0.760
Bid Size: 15,000		 0.770
Ask Size: 15,000		 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: 17.38
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.20
Parity: -0.62
Time value: 0.77
Break-even: 147.70
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 1.52
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.45
Theta: -0.13
Omega: 7.81
Rho: 0.06
 

Quote data

Open: 0.650
High: 0.840
Low: 0.640
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.06%
1 Month  
+6.41%
3 Months
  -13.54%
YTD
  -41.13%
1 Year
  -9.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.540
1M High / 1M Low: 1.250 0.540
6M High / 6M Low: 1.760 0.540
High (YTD): 2/28/2024 2.170
Low (YTD): 11/6/2024 0.540
52W High: 2/28/2024 2.170
52W Low: 11/6/2024 0.540
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.831
Avg. volume 1M:   0.000
Avg. price 6M:   1.188
Avg. volume 6M:   0.000
Avg. price 1Y:   1.299
Avg. volume 1Y:   0.000
Volatility 1M:   203.78%
Volatility 6M:   178.83%
Volatility 1Y:   143.53%
Volatility 3Y:   -