UniCredit Call 35 FL 18.09.2024
/ DE000HD03RX4
UniCredit Call 35 FL 18.09.2024/ DE000HD03RX4 /
8/2/2024 7:33:34 PM |
Chg.-0.320 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-42.67% |
0.510 Bid Size: 8,000 |
0.750 Ask Size: 8,000 |
Foot Locker Inc |
35.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HD03RX |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Foot Locker Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
9/18/2024 |
Issue date: |
10/23/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.86 |
Historic volatility: |
0.61 |
Parity: |
-8.62 |
Time value: |
0.94 |
Break-even: |
35.94 |
Moneyness: |
0.75 |
Premium: |
0.36 |
Premium p.a.: |
10.05 |
Spread abs.: |
0.07 |
Spread %: |
8.05% |
Delta: |
0.23 |
Theta: |
-0.03 |
Omega: |
6.42 |
Rho: |
0.01 |
Quote data
Open: |
0.010 |
High: |
0.500 |
Low: |
0.010 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-28.33% |
1 Month |
|
|
+152.94% |
3 Months |
|
|
-21.82% |
YTD |
|
|
-90.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.600 |
1M High / 1M Low: |
1.000 |
0.001 |
6M High / 6M Low: |
6.530 |
0.001 |
High (YTD): |
2/23/2024 |
6.530 |
Low (YTD): |
7/4/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.765 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.360 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.568 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55,079.71% |
Volatility 6M: |
|
24,315.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |