UC WAR. CALL 06/25 WOO/ DE000HC7N4T5 /
20/09/2024 21:40:51 | Chg.-0.2400 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.7100EUR | -8.14% | 2.6700 Bid Size: 8,000 |
2.7300 Ask Size: 8,000 |
Foot Locker Inc | 40.00 - | 18/06/2025 | Call |
Master data
WKN: | HC7N4T |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 18/06/2025 |
Issue date: | 23/06/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.30 |
Leverage: | Yes |
Calculated values
Fair value: | 1.47 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.72 |
Historic volatility: | 0.55 |
Parity: | -14.60 |
Time value: | 2.73 |
Break-even: | 42.73 |
Moneyness: | 0.63 |
Premium: | 0.68 |
Premium p.a.: | 1.02 |
Spread abs.: | 0.06 |
Spread %: | 2.25% |
Delta: | 0.35 |
Theta: | -0.01 |
Omega: | 3.25 |
Rho: | 0.05 |
Quote data
Open: | 2.7000 |
---|---|
High: | 2.7600 |
Low: | 2.7000 |
Previous Close: | 2.9500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.86% | ||
---|---|---|---|
1 Month | -46.02% | ||
3 Months | -6.23% | ||
YTD | -57.66% | ||
1 Year | +60.36% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.9500 | 2.2300 |
---|---|---|
1M High / 1M Low: | 5.0800 | 1.5500 |
6M High / 6M Low: | 5.2300 | 1.5500 |
High (YTD): | 23/02/2024 | 8.2200 |
Low (YTD): | 11/09/2024 | 1.5500 |
52W High: | 23/02/2024 | 8.2200 |
52W Low: | 11/09/2024 | 1.5500 |
Avg. price 1W: | 2.6020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0495 | |
Avg. volume 1M: | .9091 | |
Avg. price 6M: | 2.8908 | |
Avg. volume 6M: | .1563 | |
Avg. price 1Y: | 3.7082 | |
Avg. volume 1Y: | .6000 | |
Volatility 1M: | 223.87% | |
Volatility 6M: | 169.15% | |
Volatility 1Y: | 163.31% | |
Volatility 3Y: | - |