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UniCredit Call 40 FL 15.01.2025/  DE000HC3LF78  /

Frankfurt Zert./HVB
02/08/2024  19:30:04 Chg.-0.050 Bid21:52:47 Ask21:52:47 Underlying Strike price Expiration date Option type
0.100EUR -33.33% 0.110
Bid Size: 50,000		 0.160
Ask Size: 50,000		 Foot Locker Inc 40.00 - 15/01/2025 Call
 

Master data

WKN: HC3LF7
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 15/01/2025
Issue date: 27/01/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.65
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.61
Parity: -1.36
Time value: 0.18
Break-even: 41.80
Moneyness: 0.66
Premium: 0.58
Premium p.a.: 1.75
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.28
Theta: -0.01
Omega: 4.15
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.110
Low: 0.010
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+33.33%
3 Months
  -9.09%
YTD
  -77.27%
1 Year
  -54.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.100
1M High / 1M Low: 0.180 0.055
6M High / 6M Low: 0.620 0.055
High (YTD): 23/02/2024 0.620
Low (YTD): 04/07/2024 0.055
52W High: 23/02/2024 0.620
52W Low: 04/07/2024 0.055
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   321.27%
Volatility 6M:   330.78%
Volatility 1Y:   291.83%
Volatility 3Y:   -