UC WAR. CALL 06/25 WOO/ DE000HC7N4T5 /
8/2/2024 9:40:08 PM | Chg.-0.6600 | Bid9:58:25 PM | Ask9:58:25 PM | 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 - | 6/18/2025 | Call |
Master data
WKN: | HC7N4T |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 6/18/2025 |
Issue date: | 6/23/2023 |
Last trading day: | 6/17/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.02 |
Leverage: | Yes |
Calculated values
Fair value: | 1.94 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.74 |
Historic volatility: | 0.61 |
Parity: | -15.79 |
Time value: | 3.02 |
Break-even: | 43.02 |
Moneyness: | 0.61 |
Premium: | 0.78 |
Premium p.a.: | 0.93 |
Spread abs.: | 0.24 |
Spread %: | 8.63% |
Delta: | 0.37 |
Theta: | -0.01 |
Omega: | 2.96 |
Rho: | 0.05 |
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 | +47.15% | ||
YTD | -55.63% | ||
1 Year | -2.07% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.7600 | 2.8400 |
---|---|---|
1M High / 1M Low: | 3.7600 | 1.9700 |
6M High / 6M Low: | 8.2200 | 1.7700 |
High (YTD): | 2/23/2024 | 8.2200 |
Low (YTD): | 4/30/2024 | 1.7700 |
52W High: | 2/23/2024 | 8.2200 |
52W Low: | 9/28/2023 | 1.5700 |
Avg. price 1W: | 3.4180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6673 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.3623 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.5881 | |
Avg. volume 1Y: | .5216 | |
Volatility 1M: | 184.51% | |
Volatility 6M: | 165.40% | |
Volatility 1Y: | 163.35% | |
Volatility 3Y: | - |