UC WAR. CALL 09/24 WOO/ DE000HD0BN97 /
| 16/07/2024 21:41:31 | Chg.+1.580 | Bid21:59:45 | Ask16/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.060EUR | +35.27% | 5.930 Bid Size: 4,000 |
- Ask Size: 4,000 |
Foot Locker Inc | 20.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0BN9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 31/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.28 |
|---|---|
| Intrinsic value: | 1.95 |
| Implied volatility: | 0.93 |
| Historic volatility: | 0.60 |
| Parity: | 1.95 |
| Time value: | 2.42 |
| Break-even: | 24.37 |
| Moneyness: | 1.10 |
| Premium: | 0.11 |
| Premium p.a.: | 0.82 |
| Spread abs.: | 0.05 |
| Spread %: | 1.16% |
| Delta: | 0.67 |
| Theta: | -0.03 |
| Omega: | 3.38 |
| Rho: | 0.02 |
Quote data
| Open: | 4.480 |
|---|---|
| High: | 6.060 |
| Low: | 4.480 |
| Previous Close: | 4.480 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +51.12% | ||
|---|---|---|---|
| 1 Month | +22.67% | ||
| 3 Months | +50.37% | ||
| YTD | -49.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.320 | 4.010 |
|---|---|---|
| 1M High / 1M Low: | 6.730 | 3.890 |
| 6M High / 6M Low: | 15.430 | 3.630 |
| High (YTD): | 23/02/2024 | 15.430 |
| Low (YTD): | 30/04/2024 | 3.630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.628 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.029 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.076 | |
| Avg. volume 6M: | .472 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 170.32% | |
| Volatility 6M: | 160.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
