UC WAR. CALL 12/24 WOO/ DE000HC6ZZM4 /
| 2024-09-20 9:40:00 PM | Chg.0.0000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | 0.00% | 0.2800 Bid Size: 80,000 |
0.2900 Ask Size: 80,000 |
Foot Locker Inc | 30.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6ZZM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.89 |
| Historic volatility: | 0.55 |
| Parity: | -0.46 |
| Time value: | 0.29 |
| Break-even: | 32.90 |
| Moneyness: | 0.85 |
| Premium: | 0.30 |
| Premium p.a.: | 1.93 |
| Spread abs.: | 0.01 |
| Spread %: | 3.57% |
| Delta: | 0.44 |
| Theta: | -0.03 |
| Omega: | 3.88 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2600 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +40.00% | ||
|---|---|---|---|
| 1 Month | -52.54% | ||
| 3 Months | -3.45% | ||
| YTD | -63.16% | ||
| 1 Year | +33.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.5900 | 0.1200 |
| 6M High / 6M Low: | 0.6100 | 0.1200 |
| High (YTD): | 2024-02-23 | 1.0200 |
| Low (YTD): | 2024-09-11 | 0.1200 |
| 52W High: | 2024-02-23 | 1.0200 |
| 52W Low: | 2024-09-11 | 0.1200 |
| Avg. price 1W: | 0.2440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3095 | |
| Avg. volume 1M: | 15.6364 | |
| Avg. price 6M: | 0.3134 | |
| Avg. volume 6M: | 2.6875 | |
| Avg. price 1Y: | 0.4193 | |
| Avg. volume 1Y: | 4.0941 | |
| Volatility 1M: | 297.52% | |
| Volatility 6M: | 195.40% | |
| Volatility 1Y: | 174.09% | |
| Volatility 3Y: | - |
