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UniCredit Call 35 FL 18.12.2024/  DE000HC6ZZN2  /

Frankfurt Zert./HVB
7/31/2024  4:42:26 PM Chg.+0.010 Bid4:59:51 PM Ask4:59:51 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.250
Bid Size: 90,000		 0.260
Ask Size: 90,000		 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: 9.88
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.61
Parity: -0.83
Time value: 0.27
Break-even: 37.70
Moneyness: 0.76
Premium: 0.41
Premium p.a.: 1.47
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.38
Theta: -0.02
Omega: 3.80
Rho: 0.03
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+85.71%
3 Months  
+85.71%
YTD
  -55.93%
1 Year
  -13.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.250 0.100
6M High / 6M Low: 0.810 0.100
High (YTD): 2/23/2024 0.810
Low (YTD): 7/5/2024 0.100
52W High: 2/23/2024 0.810
52W Low: 7/5/2024 0.100
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.308
Avg. volume 1Y:   0.000
Volatility 1M:   209.82%
Volatility 6M:   195.26%
Volatility 1Y:   188.92%
Volatility 3Y:   -