UC WAR. CALL 09/24 WOO/ DE000HD03RW6 /
| 01/08/2024 13:41:14 | Chg.-0.1600 | Bid14:47:04 | Ask14:47:04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1800EUR | -6.84% | 2.2000 Bid Size: 2,000 |
2.5400 Ask Size: 2,000 |
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: | 11.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.61 |
| Parity: | -3.15 |
| Time value: | 2.41 |
| Break-even: | 32.41 |
| Moneyness: | 0.89 |
| Premium: | 0.21 |
| Premium p.a.: | 3.19 |
| Spread abs.: | 0.07 |
| Spread %: | 2.99% |
| Delta: | 0.44 |
| Theta: | -0.04 |
| Omega: | 4.88 |
| Rho: | 0.01 |
Quote data
| Open: | 2.1200 |
|---|---|
| High: | 2.1800 |
| Low: | 2.1200 |
| Previous Close: | 2.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +60.29% | ||
|---|---|---|---|
| 1 Month | +263.33% | ||
| 3 Months | +73.02% | ||
| YTD | -65.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3400 | 1.3600 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 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: | 1.8440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0535 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5455 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 293.15% | |
| Volatility 6M: | 234.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
