UC WAR. CALL 09/24 WOO/ DE000HD0BN97 /
2024-05-23 5:41:11 PM | Chg.-0.2400 | Bid6:23:52 PM | Ask6:23:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.4000EUR | -5.17% | 4.4500 Bid Size: 6,000 |
4.4900 Ask Size: 6,000 |
Foot Locker Inc | 20.00 - | 2024-09-18 | Call |
Master data
WKN: | HD0BN9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-31 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.44 |
Leverage: | Yes |
Calculated values
Fair value: | 3.37 |
---|---|
Intrinsic value: | 1.08 |
Implied volatility: | 0.88 |
Historic volatility: | 0.58 |
Parity: | 1.08 |
Time value: | 3.67 |
Break-even: | 24.75 |
Moneyness: | 1.05 |
Premium: | 0.17 |
Premium p.a.: | 0.64 |
Spread abs.: | 0.04 |
Spread %: | 0.85% |
Delta: | 0.65 |
Theta: | -0.02 |
Omega: | 2.88 |
Rho: | 0.03 |
Quote data
Open: | 4.6400 |
---|---|
High: | 4.6600 |
Low: | 4.4000 |
Previous Close: | 4.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.02% | ||
---|---|---|---|
1 Month | -3.08% | ||
3 Months | -71.48% | ||
YTD | -62.99% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.6400 | 4.2300 |
---|---|---|
1M High / 1M Low: | 5.7500 | 3.6300 |
6M High / 6M Low: | 15.4300 | 3.6300 |
High (YTD): | 2024-02-23 | 15.4300 |
Low (YTD): | 2024-04-30 | 3.6300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.4820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.6467 | |
Avg. volume 1M: | 1.4286 | |
Avg. price 6M: | 8.4973 | |
Avg. volume 6M: | .4839 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 123.60% | |
Volatility 6M: | 149.78% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |