UC WAR. CALL 03/25 WOO/ DE000HD5J0M4 /
| 05/08/2024 21:41:32 | Chg.+0.0100 | Bid05/08/2024 | Ask05/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | +7.14% | 0.1400 Bid Size: 100,000 |
0.1500 Ask Size: 100,000 |
Foot Locker Inc | 45.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD5J0M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 13/05/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.61 |
| Parity: | -2.08 |
| Time value: | 0.15 |
| Break-even: | 46.50 |
| Moneyness: | 0.54 |
| Premium: | 0.92 |
| Premium p.a.: | 1.87 |
| Spread abs.: | 0.02 |
| Spread %: | 15.38% |
| Delta: | 0.23 |
| Theta: | -0.01 |
| Omega: | 3.78 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0100 |
|---|---|
| High: | 0.1500 |
| Low: | 0.0100 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.05% | ||
|---|---|---|---|
| 1 Month | +74.42% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1354 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.41% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
