UC WAR. CALL 09/24 WOO/ DE000HD0NYW4 /
16/08/2024 11:40:42 | Chg.- | Bid13:02:47 | Ask16/08/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.500EUR | - | 7.540 Bid Size: 1,000 |
- Ask Size: 1,000 |
Foot Locker Inc | 25.00 - | 18/09/2024 | Call |
Master data
WKN: | HD0NYW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 - |
Maturity: | 18/09/2024 |
Issue date: | 13/11/2023 |
Last trading day: | 16/08/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.84 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 7.24 |
Historic volatility: | 0.56 |
Parity: | -2.44 |
Time value: | 7.95 |
Break-even: | 32.95 |
Moneyness: | 0.90 |
Premium: | 0.46 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.54 |
Spread %: | 7.29% |
Delta: | 0.66 |
Theta: | -0.60 |
Omega: | 1.86 |
Rho: | 0.00 |
Quote data
Open: | 7.430 |
---|---|
High: | 7.500 |
Low: | 7.430 |
Previous Close: | 7.810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +25.00% | ||
3 Months | +181.95% | ||
YTD | -14.29% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 7.810 | 6.170 |
6M High / 6M Low: | 7.810 | 1.420 |
High (YTD): | 23/02/2024 | 11.940 |
Low (YTD): | 05/07/2024 | 1.420 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 7.020 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.207 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 272.07% | |
Volatility 6M: | 227.26% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |