UC WAR. CALL 09/24 WOO/ DE000HD03RX4 /
| 5/24/2024 9:41:24 PM | Chg.+0.0300 | Bid9:55:46 PM | Ask9:55:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | +4.29% | 0.6800 Bid Size: 12,000 |
0.7200 Ask Size: 12,000 |
Foot Locker Inc | 35.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD03RX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 28.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.58 |
| Parity: | -14.65 |
| Time value: | 0.72 |
| Break-even: | 35.72 |
| Moneyness: | 0.58 |
| Premium: | 0.76 |
| Premium p.a.: | 4.88 |
| Spread abs.: | 0.04 |
| Spread %: | 5.88% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 4.95 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7400 |
| Low: | 0.7000 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.10% | ||
|---|---|---|---|
| 1 Month | -24.74% | ||
| 3 Months | -87.73% | ||
| YTD | -84.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.1900 | 0.7000 |
| 6M High / 6M Low: | 6.5800 | 0.6800 |
| High (YTD): | 2/23/2024 | 6.5800 |
| Low (YTD): | 4/22/2024 | 0.6800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9165 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8335 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 158.15% | |
| Volatility 6M: | 207.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
