UC WAR. CALL 12/24 WOO/ DE000HC6ZZM4 /
| 2024-05-23 9:42:02 PM | Chg.-0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -11.11% | 0.2200 Bid Size: 100,000 |
0.2300 Ask Size: 100,000 |
Foot Locker Inc | 30.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6ZZM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.58 |
| Parity: | -0.89 |
| Time value: | 0.27 |
| Break-even: | 32.70 |
| Moneyness: | 0.70 |
| Premium: | 0.55 |
| Premium p.a.: | 1.15 |
| Spread abs.: | 0.01 |
| Spread %: | 3.85% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 3.15 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2400 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -4.00% | ||
| 3 Months | -76.47% | ||
| YTD | -68.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.2100 |
| 6M High / 6M Low: | 1.0200 | 0.2100 |
| High (YTD): | 2024-02-23 | 1.0200 |
| Low (YTD): | 2024-04-30 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5273 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.86% | |
| Volatility 6M: | 155.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
