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UniCredit Call 35 FL 18.12.2024/  DE000HC6ZZN2  /

Frankfurt Zert./HVB
09/07/2024  10:38:11 Chg.-0.010 Bid09/07/2024 Ask09/07/2024 Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.100
Bid Size: 25,000		 0.130
Ask Size: 25,000		 Foot Locker Inc 35.00 - 18/12/2024 Call
 

Master data

WKN: HC6ZZN
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 18/12/2024
Issue date: 26/05/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.89
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.60
Parity: -1.35
Time value: 0.12
Break-even: 36.20
Moneyness: 0.61
Premium: 0.69
Premium p.a.: 2.25
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.24
Theta: -0.01
Omega: 4.29
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.100
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -52.38%
3 Months
  -54.55%
YTD
  -83.05%
1 Year
  -65.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: 0.810 0.100
High (YTD): 23/02/2024 0.810
Low (YTD): 05/07/2024 0.100
52W High: 23/02/2024 0.810
52W Low: 05/07/2024 0.100
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   0.316
Avg. volume 1Y:   0.000
Volatility 1M:   154.58%
Volatility 6M:   179.69%
Volatility 1Y:   181.00%
Volatility 3Y:   -