UC WAR. CALL 09/24 WOO/ DE000HD0NYW4 /
| 2024-05-13 5:42:09 PM | Chg.-0.3400 | Bid6:36:10 PM | Ask6:36:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0100EUR | -10.15% | 2.9400 Bid Size: 8,000 |
2.9800 Ask Size: 8,000 |
Foot Locker Inc | 25.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0NYW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.64 |
| Parity: | -2.61 |
| Time value: | 3.35 |
| Break-even: | 28.35 |
| Moneyness: | 0.90 |
| Premium: | 0.27 |
| Premium p.a.: | 0.96 |
| Spread abs.: | 0.04 |
| Spread %: | 1.21% |
| Delta: | 0.51 |
| Theta: | -0.02 |
| Omega: | 3.43 |
| Rho: | 0.03 |
Quote data
| Open: | 3.3500 |
|---|---|
| High: | 3.3500 |
| Low: | 3.0100 |
| Previous Close: | 3.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.36% | ||
|---|---|---|---|
| 1 Month | +14.89% | ||
| 3 Months | -62.38% | ||
| YTD | -65.60% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3500 | 2.8300 |
|---|---|---|
| 1M High / 1M Low: | 3.3500 | 1.9600 |
| 6M High / 6M Low: | 11.9400 | 1.9600 |
| High (YTD): | 2024-02-23 | 11.9400 |
| Low (YTD): | 2024-04-30 | 1.9600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5816 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.9599 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 133.65% | |
| Volatility 6M: | 176.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
