UC WAR. CALL 06/24 WOO/ DE000HC9AFV4 /
| 2024-05-27 8:00:44 AM | Chg.-0.0300 | Bid2024-05-27 | Ask2024-05-27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1800EUR | -0.93% | 2.8900 Bid Size: 2,000 |
3.1800 Ask Size: 2,000 |
Foot Locker Inc | 20.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC9AFV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.42 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 1.42 |
| Historic volatility: | 0.58 |
| Parity: | 0.35 |
| Time value: | 2.82 |
| Break-even: | 23.17 |
| Moneyness: | 1.02 |
| Premium: | 0.14 |
| Premium p.a.: | 5.67 |
| Spread abs.: | 0.04 |
| Spread %: | 1.28% |
| Delta: | 0.59 |
| Theta: | -0.06 |
| Omega: | 3.82 |
| Rho: | 0.01 |
Quote data
| Open: | 3.1800 |
|---|---|
| High: | 3.1800 |
| Low: | 3.1800 |
| Previous Close: | 3.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.17% | ||
|---|---|---|---|
| 1 Month | -3.05% | ||
| 3 Months | -77.45% | ||
| YTD | -71.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.6100 | 3.1300 |
|---|---|---|
| 1M High / 1M Low: | 4.7500 | 2.5400 |
| 6M High / 6M Low: | 14.6300 | 2.5400 |
| High (YTD): | 2024-02-23 | 14.6300 |
| Low (YTD): | 2024-04-30 | 2.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5737 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 7.6475 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.64% | |
| Volatility 6M: | 169.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
