UC WAR. CALL 01/25 WOO/ DE000HD0BNB6 /
| 2024-08-02 5:41:57 PM | Chg.-0.8300 | Bid5:57:29 PM | Ask5:57:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0500EUR | -21.39% | 2.7900 Bid Size: 4,000 |
3.0300 Ask Size: 4,000 |
Foot Locker Inc | 30.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD0BNB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2025-01-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.73 |
| Historic volatility: | 0.61 |
| Parity: | -3.62 |
| Time value: | 3.98 |
| Break-even: | 33.98 |
| Moneyness: | 0.88 |
| Premium: | 0.29 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.07 |
| Spread %: | 1.79% |
| Delta: | 0.51 |
| Theta: | -0.02 |
| Omega: | 3.36 |
| Rho: | 0.04 |
Quote data
| Open: | 3.7000 |
|---|---|
| High: | 3.7000 |
| Low: | 3.0500 |
| Previous Close: | 3.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.33% | ||
|---|---|---|---|
| 1 Month | +52.50% | ||
| 3 Months | +33.77% | ||
| YTD | -58.56% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2800 | 3.0400 |
|---|---|---|
| 1M High / 1M Low: | 4.2800 | 1.9200 |
| 6M High / 6M Low: | 10.1100 | 1.9200 |
| High (YTD): | 2024-02-23 | 10.1100 |
| Low (YTD): | 2024-07-05 | 1.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7509 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.9090 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.47% | |
| Volatility 6M: | 170.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
