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UniCredit Call 25 FL 18.12.2024/  DE000HC75315  /

Frankfurt Zert./HVB
9/25/2024  5:35:44 PM Chg.-0.070 Bid5:51:53 PM Ask5:51:53 PM 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 - 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: 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): 2/23/2024 1.260
Low (YTD): 9/11/2024 0.230
52W High: 2/23/2024 1.260
52W Low: 9/11/2024 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:   -