UC WAR. CALL 12/24 WOO/ DE000HC75315 /
08/07/2024 21:40:51 | Chg.+0.0200 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3100EUR | +6.90% | 0.2900 Bid Size: 90,000 |
0.3000 Ask Size: 90,000 |
Foot Locker Inc | 25.00 - | 18/12/2024 | Call |
Master data
WKN: | HC7531 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 - |
Maturity: | 18/12/2024 |
Issue date: | 02/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.72 |
Historic volatility: | 0.60 |
Parity: | -0.37 |
Time value: | 0.29 |
Break-even: | 27.90 |
Moneyness: | 0.85 |
Premium: | 0.31 |
Premium p.a.: | 0.82 |
Spread abs.: | 0.01 |
Spread %: | 3.57% |
Delta: | 0.48 |
Theta: | -0.01 |
Omega: | 3.51 |
Rho: | 0.03 |
Quote data
Open: | 0.2900 |
---|---|
High: | 0.3100 |
Low: | 0.2900 |
Previous Close: | 0.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.13% | ||
---|---|---|---|
1 Month | -32.61% | ||
3 Months | -32.61% | ||
YTD | -67.37% | ||
1 Year | -43.64% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3200 | 0.2900 |
---|---|---|
1M High / 1M Low: | 0.4900 | 0.2900 |
6M High / 6M Low: | 1.2700 | 0.2900 |
High (YTD): | 23/02/2024 | 1.2700 |
Low (YTD): | 05/07/2024 | 0.2900 |
52W High: | 23/02/2024 | 1.2700 |
52W Low: | 26/09/2023 | 0.2300 |
Avg. price 1W: | 0.3020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3920 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5816 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.5446 | |
Avg. volume 1Y: | 26.3465 | |
Volatility 1M: | 120.64% | |
Volatility 6M: | 148.01% | |
Volatility 1Y: | 144.53% | |
Volatility 3Y: | - |