UniCredit Call 45 FL 18.12.2024
/ DE000HC7Y997
UniCredit Call 45 FL 18.12.2024/ DE000HC7Y997 /
| 2024-05-23 4:36:15 PM |
Chg.-0.090 |
Bid5:16:56 PM |
Ask5:16:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-10.84% |
0.750
Bid Size: 12,000 |
0.790
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: |
23.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.58 |
| Parity: |
-23.92 |
| Time value: |
0.88 |
| Break-even: |
45.88 |
| Moneyness: |
0.47 |
| Premium: |
1.18 |
| Premium p.a.: |
2.89 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
4.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.710 |
| High: |
0.830 |
| Low: |
0.710 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
+17.46% |
| 3 Months |
|
|
-84.96% |
| YTD |
|
|
-78.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.710 |
| 1M High / 1M Low: |
1.150 |
0.390 |
| 6M High / 6M Low: |
4.920 |
0.390 |
| High (YTD): |
2024-02-23 |
4.920 |
| Low (YTD): |
2024-05-02 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.00% |
| Volatility 6M: |
|
277.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
