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UniCredit Call 40 FL 18.12.2024/  DE000HC3LF37  /

EUWAX
2024-06-17  8:56:02 AM Chg.-0.020 Bid11:00:05 AM Ask11:00:05 AM Underlying Strike price Expiration date Option type
0.080EUR -20.00% 0.080
Bid Size: 40,000		 0.120
Ask Size: 40,000		 Foot Locker Inc 40.00 - 2024-12-18 Call
 

Master data

WKN: HC3LF3
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-18
Issue date: 2023-01-27
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.75
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.60
Parity: -1.75
Time value: 0.10
Break-even: 40.99
Moneyness: 0.56
Premium: 0.82
Premium p.a.: 2.28
Spread abs.: 0.01
Spread %: 6.45%
Delta: 0.20
Theta: -0.01
Omega: 4.46
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -27.27%
3 Months
  -42.86%
YTD
  -82.61%
1 Year
  -65.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.210 0.070
6M High / 6M Low: 0.630 0.070
High (YTD): 2024-03-05 0.630
Low (YTD): 2024-05-30 0.070
52W High: 2024-03-05 0.630
52W Low: 2023-08-23 0.050
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.246
Avg. volume 1Y:   0.000
Volatility 1M:   634.88%
Volatility 6M:   296.14%
Volatility 1Y:   680.36%
Volatility 3Y:   -