UC WAR. CALL 09/24 WOO/ DE000HD03RX4 /
| 24/06/2024 21:41:07 | Chg.+0.0500 | Bid21:59:01 | Ask21:59:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6100EUR | +8.93% | 0.6100 Bid Size: 10,000 |
0.6700 Ask Size: 10,000 |
Foot Locker Inc | 35.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03RX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 42.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.60 |
| Parity: | -11.21 |
| Time value: | 0.56 |
| Break-even: | 35.56 |
| Moneyness: | 0.68 |
| Premium: | 0.49 |
| Premium p.a.: | 4.50 |
| Spread abs.: | 0.06 |
| Spread %: | 12.00% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 6.74 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5600 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.09% | ||
|---|---|---|---|
| 1 Month | -16.44% | ||
| 3 Months | -67.20% | ||
| YTD | -87.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 0.3200 |
| 6M High / 6M Low: | 6.5800 | 0.3200 |
| High (YTD): | 23/02/2024 | 6.5800 |
| Low (YTD): | 14/06/2024 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7276 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3067 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 354.30% | |
| Volatility 6M: | 231.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
