UC WAR. CALL 03/25 WOO/ DE000HD4NAZ9 /
| 11/15/2024 9:40:25 PM | Chg.0.0000 | Bid9:50:45 PM | Ask9:50:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | 0.00% | 0.1000 Bid Size: 100,000 |
0.1400 Ask Size: 100,000 |
Foot Locker Inc | 35.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD4NAZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 4/15/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.85 |
| Historic volatility: | 0.58 |
| Parity: | -1.26 |
| Time value: | 0.14 |
| Break-even: | 36.40 |
| Moneyness: | 0.64 |
| Premium: | 0.62 |
| Premium p.a.: | 3.21 |
| Spread abs.: | 0.04 |
| Spread %: | 40.00% |
| Delta: | 0.26 |
| Theta: | -0.02 |
| Omega: | 4.20 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0900 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.38% | ||
|---|---|---|---|
| 1 Month | -15.38% | ||
| 3 Months | -79.25% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0930 |
| 6M High / 6M Low: | 0.5300 | 0.0850 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1176 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2436 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.65% | |
| Volatility 6M: | 191.72% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
