UC WAR. CALL 09/24 WOO/ DE000HD0NYW4 /
| 23/05/2024 21:41:26 | Chg.-0.2900 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3000EUR | -11.20% | 2.2300 Bid Size: 10,000 |
2.2700 Ask Size: 10,000 |
Foot Locker Inc | 25.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0NYW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 13/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.82 |
| Historic volatility: | 0.58 |
| Parity: | -3.92 |
| Time value: | 2.66 |
| Break-even: | 27.66 |
| Moneyness: | 0.84 |
| Premium: | 0.31 |
| Premium p.a.: | 1.32 |
| Spread abs.: | 0.04 |
| Spread %: | 1.53% |
| Delta: | 0.46 |
| Theta: | -0.02 |
| Omega: | 3.63 |
| Rho: | 0.02 |
Quote data
| Open: | 2.5900 |
|---|---|
| High: | 2.5900 |
| Low: | 2.3000 |
| Previous Close: | 2.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.29% | ||
|---|---|---|---|
| 1 Month | -8.37% | ||
| 3 Months | -80.74% | ||
| YTD | -73.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5900 | 2.3300 |
|---|---|---|
| 1M High / 1M Low: | 3.3500 | 1.9600 |
| 6M High / 6M Low: | 11.9400 | 1.9600 |
| High (YTD): | 23/02/2024 | 11.9400 |
| Low (YTD): | 30/04/2024 | 1.9600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6152 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.8699 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.63% | |
| Volatility 6M: | 175.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
