UC WAR. CALL 09/24 WOO/ DE000HD03RY2 /
| 5/13/2024 8:03:59 AM | Chg.0.0000 | Bid5/13/2024 | Ask5/13/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | 0.00% | 0.5800 Bid Size: 6,000 |
0.8900 Ask Size: 6,000 |
Foot Locker Inc | 40.00 USD | 9/18/2024 | Call |
Master data
| WKN: | HD03RY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 USD |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 29.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.63 |
| Parity: | -14.75 |
| Time value: | 0.77 |
| Break-even: | 37.90 |
| Moneyness: | 0.60 |
| Premium: | 0.69 |
| Premium p.a.: | 3.39 |
| Spread abs.: | 0.04 |
| Spread %: | 5.48% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 5.16 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7600 |
| Low: | 0.7600 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.81% | ||
|---|---|---|---|
| 1 Month | +55.10% | ||
| 3 Months | -73.52% | ||
| YTD | -78.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.3100 |
| 6M High / 6M Low: | 4.7800 | 0.3100 |
| High (YTD): | 2/23/2024 | 4.7800 |
| Low (YTD): | 4/22/2024 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5737 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1097 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 392.60% | |
| Volatility 6M: | 267.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
