UC WAR. CALL 09/24 WOO/ DE000HD03RW6 /
| 2024-05-23 5:40:33 PM | Chg.-0.1100 | Bid6:36:36 PM | Ask6:36:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3200EUR | -7.69% | 1.3400 Bid Size: 12,000 |
1.3800 Ask Size: 12,000 |
Foot Locker Inc | 30.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD03RW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.58 |
| Parity: | -8.92 |
| Time value: | 1.47 |
| Break-even: | 31.47 |
| Moneyness: | 0.70 |
| Premium: | 0.49 |
| Premium p.a.: | 2.45 |
| Spread abs.: | 0.04 |
| Spread %: | 2.80% |
| Delta: | 0.30 |
| Theta: | -0.01 |
| Omega: | 4.31 |
| Rho: | 0.02 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.4300 |
| Low: | 1.3200 |
| Previous Close: | 1.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.76% | ||
|---|---|---|---|
| 1 Month | -7.04% | ||
| 3 Months | -85.27% | ||
| YTD | -79.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4400 | 1.3100 |
|---|---|---|
| 1M High / 1M Low: | 1.9400 | 1.1900 |
| 6M High / 6M Low: | 8.9600 | 1.1900 |
| High (YTD): | 2024-02-23 | 8.9600 |
| Low (YTD): | 2024-05-02 | 1.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5081 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.0648 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.97% | |
| Volatility 6M: | 189.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
