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UniCredit Call 30 FL 18.12.2024/  DE000HC6ZZM4  /

Frankfurt Zert./HVB
10/09/2024  09:54:13 Chg.-0.020 Bid10:00:00 Ask10:00:00 Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 25,000		 0.160
Ask Size: 25,000		 Foot Locker Inc 30.00 - 18/12/2024 Call
 

Master data

WKN: HC6ZZM
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 18/12/2024
Issue date: 26/05/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.19
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.56
Parity: -0.72
Time value: 0.15
Break-even: 31.50
Moneyness: 0.76
Premium: 0.38
Premium p.a.: 2.30
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.32
Theta: -0.02
Omega: 4.79
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -76.00%
3 Months
  -55.56%
YTD
  -84.00%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.140
1M High / 1M Low: 0.610 0.140
6M High / 6M Low: 0.610 0.110
High (YTD): 23/02/2024 1.020
Low (YTD): 05/08/2024 0.110
52W High: 23/02/2024 1.020
52W Low: 05/08/2024 0.110
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   0.315
Avg. volume 6M:   0.000
Avg. price 1Y:   0.416
Avg. volume 1Y:   0.000
Volatility 1M:   248.59%
Volatility 6M:   356.34%
Volatility 1Y:   275.68%
Volatility 3Y:   -