UC WAR. CALL 01/25 WOO/ DE000HC3LF78 /
| 02/08/2024 21:41:13 | Chg.-0.0100 | Bid21:52:47 | Ask21:52:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | -6.25% | 0.1100 Bid Size: 50,000 |
0.1600 Ask Size: 50,000 |
Foot Locker Inc | 40.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC3LF7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 27/01/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.61 |
| Parity: | -1.58 |
| Time value: | 0.16 |
| Break-even: | 41.60 |
| Moneyness: | 0.61 |
| Premium: | 0.72 |
| Premium p.a.: | 2.31 |
| Spread abs.: | 0.05 |
| Spread %: | 45.45% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 3.95 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1500 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.38% | ||
|---|---|---|---|
| 1 Month | +89.87% | ||
| 3 Months | +36.36% | ||
| YTD | -66.67% | ||
| 1 Year | -31.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0740 |
| 6M High / 6M Low: | 0.6300 | 0.0740 |
| High (YTD): | 05/03/2024 | 0.6300 |
| Low (YTD): | 05/07/2024 | 0.0740 |
| 52W High: | 05/03/2024 | 0.6300 |
| 52W Low: | 05/07/2024 | 0.0740 |
| Avg. price 1W: | 0.1700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1197 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2057 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2389 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 239.69% | |
| Volatility 6M: | 201.96% | |
| Volatility 1Y: | 223.69% | |
| Volatility 3Y: | - |
