UC WAR. CALL 12/24 WOO/ DE000HC3LF37 /
28/06/2024 21:40:05 | Chg.-0.0150 | Bid21:53:40 | Ask21:53:40 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0950EUR | -13.64% | 0.1000 Bid Size: 100,000 |
0.1100 Ask Size: 100,000 |
Foot Locker Inc | 40.00 - | 18/12/2024 | Call |
Master data
WKN: | HC3LF3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 18/12/2024 |
Issue date: | 27/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.86 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.72 |
Historic volatility: | 0.60 |
Parity: | -1.62 |
Time value: | 0.12 |
Break-even: | 41.20 |
Moneyness: | 0.60 |
Premium: | 0.73 |
Premium p.a.: | 2.17 |
Spread abs.: | 0.01 |
Spread %: | 9.09% |
Delta: | 0.22 |
Theta: | -0.01 |
Omega: | 4.39 |
Rho: | 0.02 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1100 |
Low: | 0.0950 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -26.92% | ||
---|---|---|---|
1 Month | -26.92% | ||
3 Months | -68.33% | ||
YTD | -79.79% | ||
1 Year | -60.42% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.0950 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.0950 |
6M High / 6M Low: | 0.6400 | 0.0940 |
High (YTD): | 23/02/2024 | 0.6400 |
Low (YTD): | 30/04/2024 | 0.0940 |
52W High: | 23/02/2024 | 0.6400 |
52W Low: | 30/04/2024 | 0.0940 |
Avg. price 1W: | 0.1190 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1367 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2534 | |
Avg. volume 6M: | .3071 | |
Avg. price 1Y: | 0.2487 | |
Avg. volume 1Y: | .2930 | |
Volatility 1M: | 225.97% | |
Volatility 6M: | 175.14% | |
Volatility 1Y: | 196.74% | |
Volatility 3Y: | - |