UC WAR. CALL 06/25 WOO/ DE000HC7N4T5 /
2024-06-24 7:41:42 PM | Chg.+0.3100 | Bid8:40:10 PM | Ask8:40:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.2000EUR | +10.73% | 3.1500 Bid Size: 10,000 |
3.2100 Ask Size: 10,000 |
Foot Locker Inc | 40.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7N4T |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.23 |
Leverage: | Yes |
Calculated values
Fair value: | 2.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.70 |
Historic volatility: | 0.60 |
Parity: | -16.21 |
Time value: | 2.89 |
Break-even: | 42.89 |
Moneyness: | 0.59 |
Premium: | 0.80 |
Premium p.a.: | 0.82 |
Spread abs.: | 0.06 |
Spread %: | 2.12% |
Delta: | 0.36 |
Theta: | -0.01 |
Omega: | 2.97 |
Rho: | 0.06 |
Quote data
Open: | 2.8900 |
---|---|
High: | 3.2700 |
Low: | 2.8900 |
Previous Close: | 2.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +29.03% | ||
---|---|---|---|
1 Month | +44.14% | ||
3 Months | +9.59% | ||
YTD | -50.00% | ||
1 Year | +11.50% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0600 | 2.4800 |
---|---|---|
1M High / 1M Low: | 3.9600 | 2.2200 |
6M High / 6M Low: | 8.2200 | 1.7700 |
High (YTD): | 2024-02-23 | 8.2200 |
Low (YTD): | 2024-04-30 | 1.7700 |
52W High: | 2024-02-23 | 8.2200 |
52W Low: | 2023-09-28 | 1.5700 |
Avg. price 1W: | 2.7460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.8910 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.9582 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.6211 | |
Avg. volume 1Y: | .5236 | |
Volatility 1M: | 187.07% | |
Volatility 6M: | 151.50% | |
Volatility 1Y: | 154.34% | |
Volatility 3Y: | - |