UC WAR. CALL 01/25 WOO/ DE000HD0BNA8 /
| 9/9/2024 11:42:27 AM | Chg.-0.1900 | Bid9/9/2024 | Ask9/9/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7700EUR | -4.80% | 3.7700 Bid Size: 2,000 |
4.1300 Ask Size: 2,000 |
Foot Locker Inc | 25.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD0BNA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.55 |
| Parity: | -1.40 |
| Time value: | 4.02 |
| Break-even: | 29.02 |
| Moneyness: | 0.94 |
| Premium: | 0.23 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.24 |
| Spread %: | 6.35% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 3.27 |
| Rho: | 0.03 |
Quote data
| Open: | 3.6800 |
|---|---|
| High: | 3.7700 |
| Low: | 3.6800 |
| Previous Close: | 3.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -45.83% | ||
|---|---|---|---|
| 1 Month | -50.52% | ||
| 3 Months | -23.53% | ||
| YTD | -60.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.9600 | 3.9600 |
|---|---|---|
| 1M High / 1M Low: | 9.1400 | 3.9600 |
| 6M High / 6M Low: | 9.1400 | 3.1900 |
| High (YTD): | 2/23/2024 | 12.8000 |
| Low (YTD): | 4/30/2024 | 3.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.3340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 7.5000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.0202 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 198.30% | |
| Volatility 6M: | 157.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
