UC WAR. CALL 12/24 WOO/ DE000HC6ZZN2 /
2024-09-20 9:41:01 PM | Chg.+0.0100 | Bid9:50:46 PM | Ask9:50:46 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | +7.14% | 0.1500 Bid Size: 90,000 |
0.1600 Ask Size: 90,000 |
Foot Locker Inc | 35.00 - | 2024-12-18 | Call |
Master data
WKN: | HC6ZZN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-05-26 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.87 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.85 |
Historic volatility: | 0.55 |
Parity: | -0.96 |
Time value: | 0.16 |
Break-even: | 36.60 |
Moneyness: | 0.73 |
Premium: | 0.44 |
Premium p.a.: | 3.55 |
Spread abs.: | 0.01 |
Spread %: | 6.67% |
Delta: | 0.29 |
Theta: | -0.02 |
Omega: | 4.66 |
Rho: | 0.01 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1500 |
Low: | 0.1200 |
Previous Close: | 0.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +50.00% | ||
---|---|---|---|
1 Month | -60.53% | ||
3 Months | -21.05% | ||
YTD | -75.00% | ||
1 Year | 0.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1500 | 0.0890 |
---|---|---|
1M High / 1M Low: | 0.3900 | 0.0510 |
6M High / 6M Low: | 0.4000 | 0.0510 |
High (YTD): | 2024-02-23 | 0.8100 |
Low (YTD): | 2024-09-11 | 0.0510 |
52W High: | 2024-02-23 | 0.8100 |
52W Low: | 2024-09-11 | 0.0510 |
Avg. price 1W: | 0.1218 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1730 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2034 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3053 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 365.00% | |
Volatility 6M: | 221.21% | |
Volatility 1Y: | 193.82% | |
Volatility 3Y: | - |