UC WAR. CALL 12/24 WOO/ DE000HC75315 /
| 2024-07-31 5:41:01 PM | Chg.0.0000 | Bid7:02:19 PM | Ask7:02:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6100EUR | 0.00% | 0.6200 Bid Size: 50,000 |
0.6300 Ask Size: 50,000 |
Foot Locker Inc | 25.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7531 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-02 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.82 |
| Historic volatility: | 0.61 |
| Parity: | 0.17 |
| Time value: | 0.45 |
| Break-even: | 31.20 |
| Moneyness: | 1.07 |
| Premium: | 0.17 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.01 |
| Spread %: | 1.64% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 2.83 |
| Rho: | 0.04 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5800 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +48.78% | ||
|---|---|---|---|
| 1 Month | +60.53% | ||
| 3 Months | +103.33% | ||
| YTD | -35.79% | ||
| 1 Year | +1.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.2900 |
| 6M High / 6M Low: | 1.2700 | 0.2900 |
| High (YTD): | 2024-02-23 | 1.2700 |
| Low (YTD): | 2024-07-05 | 0.2900 |
| 52W High: | 2024-02-23 | 1.2700 |
| 52W Low: | 2023-09-26 | 0.2300 |
| Avg. price 1W: | 0.4920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3850 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5333 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5357 | |
| Avg. volume 1Y: | 26.1406 | |
| Volatility 1M: | 170.68% | |
| Volatility 6M: | 159.52% | |
| Volatility 1Y: | 151.24% | |
| Volatility 3Y: | - |
