UniCredit Call 20 FL 18.09.2024/  DE000HD0BN97  /

Frankfurt Zert./HVB
8/2/2024  4:23:13 PM Chg.-1.330 Bid4:27:50 PM Ask4:27:50 PM Underlying Strike price Expiration date Option type
6.230EUR -17.59% 6.210
Bid Size: 2,000
6.450
Ask Size: 2,000
Foot Locker Inc 20.00 - 9/18/2024 Call
 

Master data

WKN: HD0BN9
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 9/18/2024
Issue date: 10/31/2023
Last trading day: 9/17/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 6.71
Intrinsic value: 6.38
Implied volatility: 1.22
Historic volatility: 0.61
Parity: 6.38
Time value: 1.65
Break-even: 28.03
Moneyness: 1.32
Premium: 0.06
Premium p.a.: 0.60
Spread abs.: -0.07
Spread %: -0.86%
Delta: 0.81
Theta: -0.04
Omega: 2.65
Rho: 0.02
 

Quote data

Open: 6.100
High: 6.850
Low: 6.100
Previous Close: 7.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.74%
1 Month  
+62.24%
3 Months  
+63.95%
YTD
  -47.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.460 6.340
1M High / 1M Low: 8.460 3.660
6M High / 6M Low: 15.270 3.600
High (YTD): 2/23/2024 15.270
Low (YTD): 4/30/2024 3.600
52W High: - -
52W Low: - -
Avg. price 1W:   7.424
Avg. volume 1W:   0.000
Avg. price 1M:   5.505
Avg. volume 1M:   0.000
Avg. price 6M:   6.771
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.54%
Volatility 6M:   166.87%
Volatility 1Y:   -
Volatility 3Y:   -