UC WAR. CALL 06/25 WOO/ DE000HC7N4S7 /
2024-09-26 3:42:20 PM | Chg.+0.3200 | Bid4:25:21 PM | Ask4:25:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.2800EUR | +8.08% | 4.3000 Bid Size: 6,000 |
4.3600 Ask Size: 6,000 |
Foot Locker Inc | 30.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7N4S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.12 |
Leverage: | Yes |
Calculated values
Fair value: | 2.60 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.81 |
Historic volatility: | 0.56 |
Parity: | -6.41 |
Time value: | 4.61 |
Break-even: | 34.61 |
Moneyness: | 0.79 |
Premium: | 0.47 |
Premium p.a.: | 0.70 |
Spread abs.: | 0.06 |
Spread %: | 1.32% |
Delta: | 0.51 |
Theta: | -0.01 |
Omega: | 2.62 |
Rho: | 0.05 |
Quote data
Open: | 3.8900 |
---|---|
High: | 4.2800 |
Low: | 3.8900 |
Previous Close: | 3.9600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.89% | ||
---|---|---|---|
1 Month | -48.50% | ||
3 Months | -14.40% | ||
YTD | -52.34% | ||
1 Year | +65.25% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.4100 | 3.9600 |
---|---|---|
1M High / 1M Low: | 8.3100 | 3.2900 |
6M High / 6M Low: | 8.5000 | 3.2900 |
High (YTD): | 2024-02-23 | 11.6300 |
Low (YTD): | 2024-09-11 | 3.2900 |
52W High: | 2024-02-23 | 11.6300 |
52W Low: | 2023-09-27 | 2.5500 |
Avg. price 1W: | 4.7000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 5.1439 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.9619 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 5.7323 | |
Avg. volume 1Y: | .1445 | |
Volatility 1M: | 186.15% | |
Volatility 6M: | 139.31% | |
Volatility 1Y: | 135.51% | |
Volatility 3Y: | - |