UniCredit Call 32 FL 18.12.2024/  DE000HD8E285  /

EUWAX
2024-11-12  7:16:32 PM Chg.-0.007 Bid8:39:06 PM Ask8:39:06 PM Underlying Strike price Expiration date Option type
0.067EUR -9.46% 0.071
Bid Size: 100,000
0.076
Ask Size: 100,000
Foot Locker Inc 32.00 USD 2024-12-18 Call
 

Master data

WKN: HD8E28
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 2024-12-18
Issue date: 2024-09-02
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.57
Parity: -0.67
Time value: 0.08
Break-even: 30.85
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 16.04
Spread abs.: 0.01
Spread %: 15.07%
Delta: 0.24
Theta: -0.03
Omega: 6.66
Rho: 0.00
 

Quote data

Open: 0.055
High: 0.067
Low: 0.055
Previous Close: 0.074
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.52%
1 Month  
+31.37%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.058
1M High / 1M Low: 0.079 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -