UC WAR. CALL 09/24 WOO/ DE000HD0BN97 /
| 2024-05-10 9:41:46 PM | Chg.+0.040 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.750EUR | +0.70% | 5.680 Bid Size: 1,000 |
5.720 Ask Size: 1,000 |
Foot Locker Inc | 20.00 USD | 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 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.50 |
|---|---|
| Intrinsic value: | 3.82 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.63 |
| Parity: | 3.82 |
| Time value: | 1.90 |
| Break-even: | 24.29 |
| Moneyness: | 1.21 |
| Premium: | 0.09 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.04 |
| Spread %: | 0.70% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 2.96 |
| Rho: | 0.04 |
Quote data
| Open: | 5.780 |
|---|---|
| High: | 6.080 |
| Low: | 5.640 |
| Previous Close: | 5.710 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +34.98% | ||
|---|---|---|---|
| 1 Month | +28.64% | ||
| 3 Months | -50.22% | ||
| YTD | -51.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.750 | 5.000 |
|---|---|---|
| 1M High / 1M Low: | 5.750 | 3.630 |
| 6M High / 6M Low: | 15.430 | 3.630 |
| High (YTD): | 2024-02-23 | 15.430 |
| Low (YTD): | 2024-04-30 | 3.630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.430 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.559 | |
| Avg. volume 1M: | 1.500 | |
| Avg. price 6M: | 8.569 | |
| Avg. volume 6M: | .484 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.17% | |
| Volatility 6M: | 151.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
