UC WAR. CALL 06/25 WOO/ DE000HD8E2C3 /
2024-09-09 3:41:38 PM | Chg.-0.0160 | Bid4:16:40 PM | Ask4:16:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0580EUR | -21.62% | 0.0610 Bid Size: 100,000 |
0.0720 Ask Size: 100,000 |
Foot Locker Inc | 55.00 USD | 2025-06-18 | Call |
Master data
WKN: | HD8E2C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 55.00 USD |
Maturity: | 2025-06-18 |
Issue date: | 2024-09-02 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.68 |
Historic volatility: | 0.55 |
Parity: | -2.60 |
Time value: | 0.11 |
Break-even: | 50.71 |
Moneyness: | 0.48 |
Premium: | 1.15 |
Premium p.a.: | 1.69 |
Spread abs.: | 0.04 |
Spread %: | 57.14% |
Delta: | 0.18 |
Theta: | -0.01 |
Omega: | 3.95 |
Rho: | 0.03 |
Quote data
Open: | 0.0300 |
---|---|
High: | 0.0580 |
Low: | 0.0300 |
Previous Close: | 0.0740 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -63.75% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.0740 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1130 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |