UC WAR. CALL 12/24 WOO/ DE000HC75315 /
| 9/26/2024 3:40:26 PM | Chg.+0.0400 | Bid4:04:21 PM | Ask4:04:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | +11.76% | 0.3900 Bid Size: 60,000 |
0.4000 Ask Size: 60,000 |
Foot Locker Inc | 25.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7531 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/2/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.92 |
| Historic volatility: | 0.56 |
| Parity: | -0.14 |
| Time value: | 0.36 |
| Break-even: | 28.60 |
| Moneyness: | 0.94 |
| Premium: | 0.21 |
| Premium p.a.: | 1.33 |
| Spread abs.: | 0.01 |
| Spread %: | 2.86% |
| Delta: | 0.54 |
| Theta: | -0.03 |
| Omega: | 3.54 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3400 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.49% | ||
|---|---|---|---|
| 1 Month | -55.81% | ||
| 3 Months | -15.56% | ||
| YTD | -60.00% | ||
| 1 Year | +65.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.2400 |
| 6M High / 6M Low: | 0.8900 | 0.2400 |
| High (YTD): | 2/23/2024 | 1.2700 |
| Low (YTD): | 9/11/2024 | 0.2400 |
| 52W High: | 2/23/2024 | 1.2700 |
| 52W Low: | 9/26/2023 | 0.2300 |
| Avg. price 1W: | 0.4340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4761 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4660 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5657 | |
| Avg. volume 1Y: | 3.3047 | |
| Volatility 1M: | 253.62% | |
| Volatility 6M: | 172.35% | |
| Volatility 1Y: | 160.24% | |
| Volatility 3Y: | - |
