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UniCredit Call 25 FL 15.01.2025/  DE000HD0BNA8  /

Frankfurt Zert./HVB
15/11/2024  19:38:12 Chg.-0.040 Bid21:59:43 Ask21:59:43 Underlying Strike price Expiration date Option type
2.260EUR -1.74% 2.180
Bid Size: 8,000		 2.630
Ask Size: 8,000		 Foot Locker Inc 25.00 - 15/01/2025 Call
 

Master data

WKN: HD0BNA
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 15/01/2025
Issue date: 31/10/2023
Last trading day: 14/01/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.52
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.58
Parity: -2.58
Time value: 2.63
Break-even: 27.63
Moneyness: 0.90
Premium: 0.23
Premium p.a.: 2.57
Spread abs.: 0.45
Spread %: 20.64%
Delta: 0.48
Theta: -0.03
Omega: 4.05
Rho: 0.01
 

Quote data

Open: 2.090
High: 2.300
Low: 2.080
Previous Close: 2.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.04%
1 Month
  -20.14%
3 Months
  -75.27%
YTD
  -76.26%
1 Year
  -53.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.940 2.260
1M High / 1M Low: 2.990 2.100
6M High / 6M Low: 9.140 1.980
High (YTD): 23/02/2024 12.760
Low (YTD): 08/10/2024 1.980
52W High: 23/02/2024 12.760
52W Low: 08/10/2024 1.980
Avg. price 1W:   2.638
Avg. volume 1W:   0.000
Avg. price 1M:   2.501
Avg. volume 1M:   0.000
Avg. price 6M:   4.397
Avg. volume 6M:   0.000
Avg. price 1Y:   5.648
Avg. volume 1Y:   0.000
Volatility 1M:   156.64%
Volatility 6M:   204.84%
Volatility 1Y:   179.52%
Volatility 3Y:   -