UC WAR. CALL 06/25 WOO/ DE000HC7N4T5 /
| 02/08/2024 21:40:08 | Chg.-0.6600 | Bid21:58:25 | Ask21:58:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8400EUR | -18.86% | 2.7900 Bid Size: 4,000 |
3.0300 Ask Size: 4,000 |
Foot Locker Inc | 40.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC7N4T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.68 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.71 |
| Historic volatility: | 0.61 |
| Parity: | -13.62 |
| Time value: | 3.62 |
| Break-even: | 43.62 |
| Moneyness: | 0.66 |
| Premium: | 0.65 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.07 |
| Spread %: | 1.97% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 2.94 |
| Rho: | 0.06 |
Quote data
| Open: | 3.3100 |
|---|---|
| High: | 3.3100 |
| Low: | 2.8400 |
| Previous Close: | 3.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.53% | ||
|---|---|---|---|
| 1 Month | +42.00% | ||
| 3 Months | +51.06% | ||
| YTD | -55.63% | ||
| 1 Year | -0.70% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7600 | 2.7700 |
|---|---|---|
| 1M High / 1M Low: | 3.7600 | 1.9700 |
| 6M High / 6M Low: | 8.2200 | 1.7700 |
| High (YTD): | 23/02/2024 | 8.2200 |
| Low (YTD): | 30/04/2024 | 1.7700 |
| 52W High: | 23/02/2024 | 8.2200 |
| 52W Low: | 28/09/2023 | 1.5700 |
| Avg. price 1W: | 3.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6017 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3820 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.5853 | |
| Avg. volume 1Y: | .5195 | |
| Volatility 1M: | 164.53% | |
| Volatility 6M: | 163.38% | |
| Volatility 1Y: | 161.92% | |
| Volatility 3Y: | - |
