UC WAR. CALL 12/24 WOO/ DE000HC6ZZN2 /
| 2024-05-24 9:40:07 PM | Chg.0.0000 | Bid9:55:43 PM | Ask9:55:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | 0.00% | 0.1500 Bid Size: 100,000 |
0.1600 Ask Size: 100,000 |
Foot Locker Inc | 35.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6ZZN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.58 |
| Parity: | -1.47 |
| Time value: | 0.16 |
| Break-even: | 36.60 |
| Moneyness: | 0.58 |
| Premium: | 0.80 |
| Premium p.a.: | 1.82 |
| Spread abs.: | 0.01 |
| Spread %: | 6.67% |
| Delta: | 0.28 |
| Theta: | -0.01 |
| Omega: | 3.57 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1600 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.88% | ||
|---|---|---|---|
| 1 Month | -11.11% | ||
| 3 Months | -79.49% | ||
| YTD | -73.33% | ||
| 1 Year | -52.94% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.2300 | 0.1500 |
| 6M High / 6M Low: | 0.8100 | 0.1500 |
| High (YTD): | 2024-02-23 | 0.8100 |
| Low (YTD): | 2024-05-02 | 0.1500 |
| 52W High: | 2024-02-23 | 0.8100 |
| 52W Low: | 2023-09-28 | 0.1300 |
| Avg. price 1W: | 0.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1826 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3988 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3350 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 130.03% | |
| Volatility 6M: | 162.48% | |
| Volatility 1Y: | 165.06% | |
| Volatility 3Y: | - |
