UC WAR. CALL 12/24 WOO/ DE000HC6ZZM4 /
| 2024-08-02 7:41:01 PM | Chg.-0.0800 | Bid9:38:00 PM | Ask9:38:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | -21.62% | 0.2800 Bid Size: 45,000 |
0.3000 Ask Size: 45,000 |
Foot Locker Inc | 30.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6ZZM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.77 |
| Historic volatility: | 0.61 |
| Parity: | -0.36 |
| Time value: | 0.38 |
| Break-even: | 33.80 |
| Moneyness: | 0.88 |
| Premium: | 0.28 |
| Premium p.a.: | 0.93 |
| Spread abs.: | 0.01 |
| Spread %: | 2.70% |
| Delta: | 0.50 |
| Theta: | -0.02 |
| Omega: | 3.46 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3500 |
| Low: | 0.2900 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +52.63% | ||
| 3 Months | +31.82% | ||
| YTD | -61.84% | ||
| 1 Year | -23.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.1800 |
| 6M High / 6M Low: | 1.0200 | 0.1800 |
| High (YTD): | 2024-02-23 | 1.0200 |
| Low (YTD): | 2024-07-05 | 0.1800 |
| 52W High: | 2024-02-23 | 1.0200 |
| 52W Low: | 2024-07-05 | 0.1800 |
| Avg. price 1W: | 0.3660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2613 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3880 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4113 | |
| Avg. volume 1Y: | 5.4688 | |
| Volatility 1M: | 186.38% | |
| Volatility 6M: | 171.58% | |
| Volatility 1Y: | 160.25% | |
| Volatility 3Y: | - |
