UC WAR. CALL 12/24 WOO/ DE000HC75315 /
| 2024-06-17 3:41:20 PM | Chg.-0.0100 | Bid5:18:12 PM | Ask5:18:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | -2.70% | 0.3400 Bid Size: 80,000 |
0.3500 Ask Size: 80,000 |
Foot Locker Inc | 25.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7531 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-02 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.60 |
| Parity: | -0.25 |
| Time value: | 0.37 |
| Break-even: | 28.70 |
| Moneyness: | 0.90 |
| Premium: | 0.27 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.01 |
| Spread %: | 2.78% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 3.23 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3600 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | +2.86% | ||
| 3 Months | -12.20% | ||
| YTD | -62.11% | ||
| 1 Year | -43.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.3400 |
| 6M High / 6M Low: | 1.2700 | 0.3000 |
| High (YTD): | 2024-02-23 | 1.2700 |
| Low (YTD): | 2024-04-30 | 0.3000 |
| 52W High: | 2024-02-23 | 1.2700 |
| 52W Low: | 2023-09-26 | 0.2300 |
| Avg. price 1W: | 0.4120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4262 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6377 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5567 | |
| Avg. volume 1Y: | 26.3465 | |
| Volatility 1M: | 173.60% | |
| Volatility 6M: | 145.96% | |
| Volatility 1Y: | 142.26% | |
| Volatility 3Y: | - |
