UC WAR. CALL 12/24 WOO/ DE000HC6ZZM4 /
| 27/05/2024 21:41:08 | Chg.0.0000 | Bid27/05/2024 | Ask27/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | 0.00% | 0.2200 Bid Size: 60,000 |
0.2400 Ask Size: 60,000 |
Foot Locker Inc | 30.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC6ZZM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/05/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.58 |
| Parity: | -0.97 |
| Time value: | 0.24 |
| Break-even: | 32.40 |
| Moneyness: | 0.68 |
| Premium: | 0.59 |
| Premium p.a.: | 1.29 |
| Spread abs.: | 0.01 |
| Spread %: | 4.35% |
| Delta: | 0.38 |
| Theta: | -0.01 |
| Omega: | 3.22 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2400 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.69% | ||
|---|---|---|---|
| 1 Month | -4.00% | ||
| 3 Months | -75.51% | ||
| YTD | -68.42% | ||
| 1 Year | -47.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.2100 |
| 6M High / 6M Low: | 1.0200 | 0.2100 |
| High (YTD): | 23/02/2024 | 1.0200 |
| Low (YTD): | 30/04/2024 | 0.2100 |
| 52W High: | 23/02/2024 | 1.0200 |
| 52W Low: | 28/09/2023 | 0.1800 |
| Avg. price 1W: | 0.2540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2642 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5246 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4376 | |
| Avg. volume 1Y: | 5.5118 | |
| Volatility 1M: | 130.09% | |
| Volatility 6M: | 156.26% | |
| Volatility 1Y: | 143.88% | |
| Volatility 3Y: | - |
