UC WAR. CALL 09/24 WOO/ DE000HD03RW6 /
| 09/07/2024 21:40:42 | Chg.-0.0100 | Bid21:56:34 | Ask21:56:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | -1.49% | 0.6400 Bid Size: 10,000 |
0.6900 Ask Size: 10,000 |
Foot Locker Inc | 30.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03RW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 33.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.73 |
| Historic volatility: | 0.60 |
| Parity: | -8.53 |
| Time value: | 0.65 |
| Break-even: | 30.65 |
| Moneyness: | 0.72 |
| Premium: | 0.43 |
| Premium p.a.: | 5.24 |
| Spread abs.: | 0.05 |
| Spread %: | 8.33% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 6.46 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6100 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.79% | ||
|---|---|---|---|
| 1 Month | -53.52% | ||
| 3 Months | -65.63% | ||
| YTD | -89.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.4500 | 0.5300 |
| 6M High / 6M Low: | 8.9600 | 0.5300 |
| High (YTD): | 23/02/2024 | 8.9600 |
| Low (YTD): | 05/07/2024 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0261 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 252.71% | |
| Volatility 6M: | 206.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
