UniCredit Call 35 FL 18.12.2024
/ DE000HC6ZZN2
UniCredit Call 35 FL 18.12.2024/ DE000HC6ZZN2 /
9/6/2024 7:38:15 PM |
Chg.-0.026 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
-23.64% |
0.072 Bid Size: 100,000 |
0.096 Ask Size: 100,000 |
Foot Locker Inc |
35.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC6ZZN |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Foot Locker Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
12/18/2024 |
Issue date: |
5/26/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.55 |
Parity: |
-1.03 |
Time value: |
0.12 |
Break-even: |
36.20 |
Moneyness: |
0.71 |
Premium: |
0.47 |
Premium p.a.: |
2.88 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
5.15 |
Rho: |
0.01 |
Quote data
Open: |
0.090 |
High: |
0.100 |
Low: |
0.076 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-55.79% |
1 Month |
|
|
-63.48% |
3 Months |
|
|
-60.00% |
YTD |
|
|
-85.76% |
1 Year |
|
|
-66.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.084 |
1M High / 1M Low: |
0.400 |
0.084 |
6M High / 6M Low: |
0.400 |
0.084 |
High (YTD): |
2/23/2024 |
0.810 |
Low (YTD): |
9/6/2024 |
0.084 |
52W High: |
2/23/2024 |
0.810 |
52W Low: |
9/6/2024 |
0.084 |
Avg. price 1W: |
|
0.137 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.209 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.305 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
285.35% |
Volatility 6M: |
|
210.96% |
Volatility 1Y: |
|
194.50% |
Volatility 3Y: |
|
- |