UC WAR. CALL 09/24 WOO/ DE000HD0BN97 /
| 14/06/2024 21:40:13 | Chg.-0.6500 | Bid21:59:46 | Ask21:59:46 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9400EUR | -11.63% | 4.8400 Bid Size: 4,000 |
4.9000 Ask Size: 4,000 |
Foot Locker Inc | 20.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0BN9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 31/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.15 |
|---|---|
| Intrinsic value: | 2.52 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.60 |
| Parity: | 2.52 |
| Time value: | 2.38 |
| Break-even: | 24.90 |
| Moneyness: | 1.13 |
| Premium: | 0.11 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.06 |
| Spread %: | 1.24% |
| Delta: | 0.70 |
| Theta: | -0.02 |
| Omega: | 3.21 |
| Rho: | 0.03 |
Quote data
| Open: | 5.5900 |
|---|---|
| High: | 5.5900 |
| Low: | 4.9400 |
| Previous Close: | 5.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.54% | ||
|---|---|---|---|
| 1 Month | +16.78% | ||
| 3 Months | -3.14% | ||
| YTD | -58.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.8900 | 4.9400 |
|---|---|---|
| 1M High / 1M Low: | 7.9800 | 4.2000 |
| 6M High / 6M Low: | 15.4300 | 3.6300 |
| High (YTD): | 23/02/2024 | 15.4300 |
| Low (YTD): | 30/04/2024 | 3.6300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.5200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.5027 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 8.0162 | |
| Avg. volume 6M: | .4839 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.70% | |
| Volatility 6M: | 150.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
