UniCredit Call 25 FL 18.12.2024
/ DE000HC75315
UniCredit Call 25 FL 18.12.2024/ DE000HC75315 /
25/09/2024 17:35:44 |
Chg.-0.070 |
Bid17:51:53 |
Ask17:51:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-17.07% |
0.330 Bid Size: 60,000 |
0.340 Ask Size: 60,000 |
Foot Locker Inc |
25.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7531 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Foot Locker Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
18/12/2024 |
Issue date: |
02/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.94 |
Historic volatility: |
0.55 |
Parity: |
-0.04 |
Time value: |
0.43 |
Break-even: |
29.30 |
Moneyness: |
0.98 |
Premium: |
0.19 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.01 |
Spread %: |
2.38% |
Delta: |
0.58 |
Theta: |
-0.03 |
Omega: |
3.32 |
Rho: |
0.02 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.330 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.09% |
1 Month |
|
|
-60.47% |
3 Months |
|
|
-29.17% |
YTD |
|
|
-63.83% |
1 Year |
|
|
+36.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.410 |
1M High / 1M Low: |
0.880 |
0.230 |
6M High / 6M Low: |
0.880 |
0.230 |
High (YTD): |
23/02/2024 |
1.260 |
Low (YTD): |
11/09/2024 |
0.230 |
52W High: |
23/02/2024 |
1.260 |
52W Low: |
11/09/2024 |
0.230 |
Avg. price 1W: |
|
0.460 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.475 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.463 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.561 |
Avg. volume 1Y: |
|
23.438 |
Volatility 1M: |
|
249.18% |
Volatility 6M: |
|
179.85% |
Volatility 1Y: |
|
165.07% |
Volatility 3Y: |
|
- |