UC WAR. CALL 12/24 WOO/ DE000HC6ZZN2 /
| 27/09/2024 09:42:19 | Chg.-0.0120 | Bid10:00:00 | Ask10:00:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0800EUR | -13.04% | 0.0800 Bid Size: 25,000 |
0.1200 Ask Size: 25,000 |
Foot Locker Inc | 35.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC6ZZN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/05/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 24.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.84 |
| Historic volatility: | 0.55 |
| Parity: | -1.14 |
| Time value: | 0.10 |
| Break-even: | 35.97 |
| Moneyness: | 0.67 |
| Premium: | 0.53 |
| Premium p.a.: | 5.57 |
| Spread abs.: | 0.01 |
| Spread %: | 6.59% |
| Delta: | 0.22 |
| Theta: | -0.02 |
| Omega: | 5.28 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0700 |
|---|---|
| High: | 0.0800 |
| Low: | 0.0700 |
| Previous Close: | 0.0920 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -46.67% | ||
|---|---|---|---|
| 1 Month | -78.38% | ||
| 3 Months | -52.94% | ||
| YTD | -86.67% | ||
| 1 Year | -42.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.0890 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.0510 |
| 6M High / 6M Low: | 0.4000 | 0.0510 |
| High (YTD): | 23/02/2024 | 0.8100 |
| Low (YTD): | 11/09/2024 | 0.0510 |
| 52W High: | 23/02/2024 | 0.8100 |
| 52W Low: | 11/09/2024 | 0.0510 |
| Avg. price 1W: | 0.1142 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1334 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1982 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3040 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 370.21% | |
| Volatility 6M: | 220.60% | |
| Volatility 1Y: | 195.91% | |
| Volatility 3Y: | - |
