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UniCredit Call 150 ROST 15.01.202.../  DE000HC49930  /

EUWAX
11/8/2024  8:23:19 PM Chg.+0.120 Bid9:55:49 PM Ask9:55:49 PM Underlying Strike price Expiration date Option type
0.500EUR +31.58% 0.450
Bid Size: 20,000		 0.460
Ask Size: 20,000		 Ross Stores Inc 150.00 - 1/15/2025 Call
 

Master data

WKN: HC4993
Issuer: UniCredit
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 1/15/2025
Issue date: 2/20/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.09
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.20
Parity: -1.62
Time value: 0.46
Break-even: 154.60
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.31
Theta: -0.07
Omega: 9.12
Rho: 0.07
 

Quote data

Open: 0.350
High: 0.500
Low: 0.350
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.05%
1 Month  
+6.38%
3 Months
  -20.63%
YTD
  -53.27%
1 Year
  -29.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.300
1M High / 1M Low: 0.770 0.300
6M High / 6M Low: 1.250 0.300
High (YTD): 2/28/2024 1.730
Low (YTD): 11/6/2024 0.300
52W High: 2/28/2024 1.730
52W Low: 11/6/2024 0.300
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.800
Avg. volume 6M:   0.000
Avg. price 1Y:   0.934
Avg. volume 1Y:   0.000
Volatility 1M:   234.93%
Volatility 6M:   199.10%
Volatility 1Y:   161.03%
Volatility 3Y:   -