UC WAR. CALL 01/25 WOO/ DE000HD0BNB6 /
| 05/08/2024 13:42:00 | Chg.-1.4200 | Bid15:37:53 | Ask15:37:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6300EUR | -46.56% | 1.3900 Bid Size: 3,000 |
3.5500 Ask Size: 3,000 |
Foot Locker Inc | 30.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD0BNB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 31/10/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.61 |
| Parity: | -5.79 |
| Time value: | 3.26 |
| Break-even: | 33.26 |
| Moneyness: | 0.81 |
| Premium: | 0.37 |
| Premium p.a.: | 1.04 |
| Spread abs.: | 0.24 |
| Spread %: | 7.95% |
| Delta: | 0.45 |
| Theta: | -0.02 |
| Omega: | 3.36 |
| Rho: | 0.03 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.6300 |
| Low: | 1.0100 |
| Previous Close: | 3.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -56.53% | ||
|---|---|---|---|
| 1 Month | -15.10% | ||
| 3 Months | -33.74% | ||
| YTD | -77.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2800 | 3.0500 |
|---|---|---|
| 1M High / 1M Low: | 4.2800 | 1.9200 |
| 6M High / 6M Low: | 10.1100 | 1.9200 |
| High (YTD): | 23/02/2024 | 10.1100 |
| Low (YTD): | 05/07/2024 | 1.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8724 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8813 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.61% | |
| Volatility 6M: | 172.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
