UniCredit Call 45 FL 18.12.2024
/ DE000HC7Y997
UniCredit Call 45 FL 18.12.2024/ DE000HC7Y997 /
| 2024-06-25 7:04:22 PM |
Chg.-0.040 |
Bid7:11:59 PM |
Ask7:11:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-4.55% |
0.830
Bid Size: 10,000 |
0.890
Ask Size: 10,000 |
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: |
24.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.60 |
| Parity: |
-20.17 |
| Time value: |
1.01 |
| Break-even: |
46.01 |
| Moneyness: |
0.55 |
| Premium: |
0.85 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.06 |
| Spread %: |
6.32% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
4.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.760 |
| High: |
0.870 |
| Low: |
0.760 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+147.06% |
| 1 Month |
|
|
+15.07% |
| 3 Months |
|
|
-50.59% |
| YTD |
|
|
-76.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.340 |
| 1M High / 1M Low: |
1.630 |
0.340 |
| 6M High / 6M Low: |
4.990 |
0.340 |
| High (YTD): |
2024-03-05 |
4.990 |
| Low (YTD): |
2024-06-18 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.848 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.919 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
796.60% |
| Volatility 6M: |
|
407.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
