UC WAR. CALL 09/24 WOO/ DE000HD03RX4 /
| 2024-05-10 9:40:39 PM | Chg.-0.0300 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | -2.52% | 1.1400 Bid Size: 3,000 |
1.1800 Ask Size: 3,000 |
Foot Locker Inc | 35.00 USD | 2024-09-18 | Call |
Master data
| WKN: | HD03RX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.63 |
| Parity: | -10.11 |
| Time value: | 1.18 |
| Break-even: | 33.67 |
| Moneyness: | 0.69 |
| Premium: | 0.50 |
| Premium p.a.: | 2.15 |
| Spread abs.: | 0.04 |
| Spread %: | 3.51% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 4.86 |
| Rho: | 0.02 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.2800 |
| Low: | 1.1600 |
| Previous Close: | 1.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.00% | ||
|---|---|---|---|
| 1 Month | +24.73% | ||
| 3 Months | -72.12% | ||
| YTD | -75.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1900 | 0.9600 |
|---|---|---|
| 1M High / 1M Low: | 1.1900 | 0.6800 |
| 6M High / 6M Low: | 6.5800 | 0.6800 |
| High (YTD): | 2024-02-23 | 6.5800 |
| Low (YTD): | 2024-04-22 | 0.6800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9360 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9392 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.33% | |
| Volatility 6M: | 209.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
