UniCredit Call 35 FL 18.09.2024
/ DE000HD03RX4
UniCredit Call 35 FL 18.09.2024/ DE000HD03RX4 /
| 8/1/2024 6:27:43 PM |
Chg.-0.210 |
Bid6:39:22 PM |
Ask6:39:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-21.00% |
0.750
Bid Size: 8,000 |
0.810
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: |
23.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.61 |
| Parity: |
-8.15 |
| Time value: |
1.13 |
| Break-even: |
36.13 |
| Moneyness: |
0.77 |
| Premium: |
0.35 |
| Premium p.a.: |
8.56 |
| Spread abs.: |
0.07 |
| Spread %: |
6.60% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
6.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
1.020 |
| Low: |
0.790 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+139.39% |
| 1 Month |
|
|
+315.79% |
| 3 Months |
|
|
-18.56% |
| YTD |
|
|
-83.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.330 |
| 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: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.590 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55,076.49% |
| Volatility 6M: |
|
24,315.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
