UC WAR. CALL 09/24 WOO/ DE000HD03RX4 /
| 02/08/2024 21:41:38 | Chg.-0.2200 | Bid21:59:26 | Ask21:59:26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6300EUR | -25.88% | 0.5100 Bid Size: 8,000 |
0.7500 Ask Size: 8,000 |
Foot Locker Inc | 35.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03RX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 32.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.97 |
| Historic volatility: | 0.61 |
| Parity: | -10.79 |
| Time value: | 0.75 |
| Break-even: | 35.75 |
| Moneyness: | 0.69 |
| Premium: | 0.48 |
| Premium p.a.: | 21.01 |
| Spread abs.: | 0.24 |
| Spread %: | 47.06% |
| Delta: | 0.19 |
| Theta: | -0.03 |
| Omega: | 6.12 |
| Rho: | 0.00 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6300 |
| Low: | 0.6300 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.08% | ||
|---|---|---|---|
| 1 Month | +62900.00% | ||
| 3 Months | -21.25% | ||
| YTD | -86.68% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0600 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.0010 |
| 6M High / 6M Low: | 6.5800 | 0.0010 |
| High (YTD): | 23/02/2024 | 6.5800 |
| Low (YTD): | 04/07/2024 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4987 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5927 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65,179.67% | |
| Volatility 6M: | 26,313.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
