UC WAR. CALL 12/24 WOO/ DE000HC75315 /
| 2024-06-24 7:40:47 PM | Chg.+0.0400 | Bid8:59:06 PM | Ask8:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | +9.09% | 0.4900 Bid Size: 60,000 |
0.5000 Ask Size: 60,000 |
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: | 5.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.60 |
| Parity: | -0.12 |
| Time value: | 0.44 |
| Break-even: | 29.40 |
| Moneyness: | 0.95 |
| Premium: | 0.24 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.01 |
| Spread %: | 2.33% |
| Delta: | 0.57 |
| Theta: | -0.01 |
| Omega: | 3.10 |
| Rho: | 0.04 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4400 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.73% | ||
|---|---|---|---|
| 1 Month | +41.18% | ||
| 3 Months | +2.13% | ||
| YTD | -49.47% | ||
| 1 Year | -12.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 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: | 0.4395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6156 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5531 | |
| Avg. volume 1Y: | 26.3465 | |
| Volatility 1M: | 178.91% | |
| Volatility 6M: | 146.94% | |
| Volatility 1Y: | 142.73% | |
| Volatility 3Y: | - |
