UC WAR. CALL 06/25 WOO/ DE000HC7N4S7 /
| 9/26/2024 9:42:01 AM | Chg.-0.0400 | Bid10:16:19 AM | Ask10:16:19 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9200EUR | -1.01% | 4.0300 Bid Size: 2,000 |
4.4500 Ask Size: 2,000 |
Foot Locker Inc | 30.00 - | 6/18/2025 | Call |
Master data
| WKN: | HC7N4S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/23/2023 |
| Last trading day: | 6/17/2025 |
| 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: | 3.9200 |
| Low: | 3.8900 |
| Previous Close: | 3.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.54% | ||
|---|---|---|---|
| 1 Month | -52.83% | ||
| 3 Months | -21.60% | ||
| YTD | -56.35% | ||
| 1 Year | +51.35% | ||
| 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): | 2/23/2024 | 11.6300 |
| Low (YTD): | 9/11/2024 | 3.2900 |
| 52W High: | 2/23/2024 | 11.6300 |
| 52W Low: | 9/27/2023 | 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: | - |
