UC WAR. CALL 12/24 WOO/ DE000HC7Y997 /
2024-05-10 9:41:42 PM | Chg.+0.0100 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1900EUR | +0.85% | 1.1700 Bid Size: 3,000 |
1.2100 Ask Size: 3,000 |
Foot Locker Inc | 45.00 USD | 2024-12-18 | Call |
Master data
WKN: | HC7Y99 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 USD |
Maturity: | 2024-12-18 |
Issue date: | 2023-07-10 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 18.50 |
Leverage: | Yes |
Calculated values
Fair value: | 0.79 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.72 |
Historic volatility: | 0.63 |
Parity: | -19.39 |
Time value: | 1.21 |
Break-even: | 42.99 |
Moneyness: | 0.54 |
Premium: | 0.92 |
Premium p.a.: | 1.94 |
Spread abs.: | 0.04 |
Spread %: | 3.42% |
Delta: | 0.22 |
Theta: | -0.01 |
Omega: | 3.99 |
Rho: | 0.02 |
Quote data
Open: | 1.1800 |
---|---|
High: | 1.2600 |
Low: | 1.1800 |
Previous Close: | 1.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +46.91% | ||
---|---|---|---|
1 Month | +30.77% | ||
3 Months | -63.83% | ||
YTD | -67.04% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1900 | 0.9900 |
---|---|---|
1M High / 1M Low: | 1.1900 | 0.6100 |
6M High / 6M Low: | 4.9900 | 0.6100 |
High (YTD): | 2024-03-05 | 4.9900 |
Low (YTD): | 2024-04-30 | 0.6100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1120 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8790 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.4141 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 179.88% | |
Volatility 6M: | 202.74% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |