UC WAR. CALL 09/24 WOO/ DE000HD03RW6 /
| 6/28/2024 1:40:21 PM | Chg.-0.1500 | Bid1:41:25 PM | Ask1:41:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | -13.64% | 0.6600 Bid Size: 5,000 |
0.9400 Ask Size: 5,000 |
Foot Locker Inc | 30.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD03RW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.60 |
| Parity: | -6.17 |
| Time value: | 1.15 |
| Break-even: | 31.15 |
| Moneyness: | 0.79 |
| Premium: | 0.31 |
| Premium p.a.: | 2.29 |
| Spread abs.: | 0.06 |
| Spread %: | 5.50% |
| Delta: | 0.29 |
| Theta: | -0.02 |
| Omega: | 5.98 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.0100 |
| Low: | 0.9500 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.49% | ||
|---|---|---|---|
| 1 Month | -39.10% | ||
| 3 Months | -74.73% | ||
| YTD | -85.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4500 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 2.4000 | 0.9100 |
| 6M High / 6M Low: | 8.9600 | 0.9100 |
| High (YTD): | 2/23/2024 | 8.9600 |
| Low (YTD): | 6/17/2024 | 0.9100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4043 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3098 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.18% | |
| Volatility 6M: | 196.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
