UniCredit Call 45 FL 18.12.2024
/ DE000HC7Y997
UniCredit Call 45 FL 18.12.2024/ DE000HC7Y997 /
| 6/20/2024 3:49:09 PM |
Chg.+0.100 |
Bid6/20/2024 |
Ask6/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+16.13% |
0.720
Bid Size: 5,000 |
0.780
Ask Size: 5,000 |
Foot Locker Inc |
45.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC7Y99 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
7/10/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.60 |
| Parity: |
-21.64 |
| Time value: |
0.85 |
| Break-even: |
45.85 |
| Moneyness: |
0.52 |
| Premium: |
0.96 |
| Premium p.a.: |
2.89 |
| Spread abs.: |
0.23 |
| Spread %: |
37.10% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
4.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.720 |
| Low: |
0.520 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.86% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
-37.93% |
| YTD |
|
|
-79.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.340 |
| 1M High / 1M Low: |
1.600 |
0.240 |
| 6M High / 6M Low: |
4.920 |
0.240 |
| High (YTD): |
2/23/2024 |
4.920 |
| Low (YTD): |
6/11/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,057.91% |
| Volatility 6M: |
|
494.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
