UC WAR. CALL 09/24 WOO/ DE000HD0NYW4 /
2024-05-13 8:04:18 AM | Chg.0.0000 | Bid8:54:00 AM | Ask8:54:00 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.3500EUR | 0.00% | 3.1400 Bid Size: 1,000 |
3.4500 Ask Size: 1,000 |
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: | 2.51 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.79 |
Historic volatility: | 0.63 |
Parity: | -2.62 |
Time value: | 3.35 |
Break-even: | 28.35 |
Moneyness: | 0.90 |
Premium: | 0.27 |
Premium p.a.: | 0.94 |
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: | 3.3500 |
Previous Close: | 3.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.37% | ||
---|---|---|---|
1 Month | +27.86% | ||
3 Months | -58.13% | ||
YTD | -61.71% | ||
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: | - |