UC WAR. CALL 01/25 WOO/ DE000HD0BNA8 /
| 16/07/2024 21:41:03 | Chg.+1.0700 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6800EUR | +29.64% | 4.5800 Bid Size: 6,000 |
4.6400 Ask Size: 6,000 |
Foot Locker Inc | 25.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD0BNA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 31/10/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.73 |
| Historic volatility: | 0.60 |
| Parity: | -3.05 |
| Time value: | 3.56 |
| Break-even: | 28.56 |
| Moneyness: | 0.88 |
| Premium: | 0.30 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.05 |
| Spread %: | 1.42% |
| Delta: | 0.52 |
| Theta: | -0.01 |
| Omega: | 3.19 |
| Rho: | 0.04 |
Quote data
| Open: | 3.6100 |
|---|---|
| High: | 4.6800 |
| Low: | 3.6100 |
| Previous Close: | 3.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +40.54% | ||
|---|---|---|---|
| 1 Month | +16.13% | ||
| 3 Months | +32.20% | ||
| YTD | -50.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1600 | 3.3300 |
|---|---|---|
| 1M High / 1M Low: | 5.2900 | 3.2000 |
| 6M High / 6M Low: | 12.8000 | 3.1900 |
| High (YTD): | 23/02/2024 | 12.8000 |
| Low (YTD): | 30/04/2024 | 3.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0333 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.8099 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 142.55% | |
| Volatility 6M: | 149.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
