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UniCredit Call 25 FL 18.12.2024/  DE000HC75315  /

Frankfurt Zert./HVB
09/07/2024  14:24:15 Chg.-0.030 Bid09/07/2024 Ask09/07/2024 Underlying Strike price Expiration date Option type
0.280EUR -9.68% 0.280
Bid Size: 30,000		 0.310
Ask Size: 30,000		 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: 7.16
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.60
Parity: -0.35
Time value: 0.30
Break-even: 28.00
Moneyness: 0.86
Premium: 0.30
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.48
Theta: -0.01
Omega: 3.46
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -39.13%
3 Months
  -36.36%
YTD
  -70.21%
1 Year
  -49.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.480 0.270
6M High / 6M Low: 1.260 0.270
High (YTD): 23/02/2024 1.260
Low (YTD): 05/07/2024 0.270
52W High: 23/02/2024 1.260
52W Low: 28/09/2023 0.230
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   23.529
Volatility 1M:   135.48%
Volatility 6M:   160.05%
Volatility 1Y:   151.69%
Volatility 3Y:   -