UC WAR. CALL 12/24 WOO/ DE000HC7Y997 /
| 2024-05-24 9:41:36 PM | Chg.+0.0900 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | +13.64% | 0.7000 Bid Size: 12,000 |
0.7400 Ask Size: 12,000 |
Foot Locker Inc | 45.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7Y99 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-10 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.58 |
| Parity: | -24.65 |
| Time value: | 0.74 |
| Break-even: | 45.74 |
| Moneyness: | 0.45 |
| Premium: | 1.25 |
| Premium p.a.: | 3.17 |
| Spread abs.: | 0.04 |
| Spread %: | 5.71% |
| Delta: | 0.15 |
| Theta: | -0.01 |
| Omega: | 4.18 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.7600 |
| Low: | 0.4000 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.54% | ||
|---|---|---|---|
| 1 Month | -12.79% | ||
| 3 Months | -83.84% | ||
| YTD | -79.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 1.1900 | 0.6100 |
| 6M High / 6M Low: | 4.9900 | 0.6100 |
| High (YTD): | 2024-03-05 | 4.9900 |
| Low (YTD): | 2024-04-30 | 0.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8630 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3189 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.60% | |
| Volatility 6M: | 202.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
