UC WAR. CALL 09/24 WOO/ DE000HD03RW6 /
| 2024-08-02 9:40:01 PM | Chg.-0.6300 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3600EUR | -31.66% | 1.2900 Bid Size: 4,000 |
1.5300 Ask Size: 4,000 |
Foot Locker Inc | 30.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD03RW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.89 |
| Historic volatility: | 0.61 |
| Parity: | -3.62 |
| Time value: | 2.09 |
| Break-even: | 32.09 |
| Moneyness: | 0.88 |
| Premium: | 0.22 |
| Premium p.a.: | 3.59 |
| Spread abs.: | 0.07 |
| Spread %: | 3.47% |
| Delta: | 0.41 |
| Theta: | -0.04 |
| Omega: | 5.17 |
| Rho: | 0.01 |
Quote data
| Open: | 1.7900 |
|---|---|
| High: | 1.7900 |
| Low: | 1.3600 |
| Previous Close: | 1.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.45% | ||
|---|---|---|---|
| 1 Month | +134.48% | ||
| 3 Months | +14.29% | ||
| YTD | -78.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3400 | 1.3800 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 0.5300 |
| 6M High / 6M Low: | 8.9600 | 0.5300 |
| High (YTD): | 2024-02-23 | 8.9600 |
| Low (YTD): | 2024-07-05 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1139 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5191 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 300.92% | |
| Volatility 6M: | 235.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
