UC WAR. CALL 12/25 WOO/ DE000HD1KMZ6 /
2024-06-07 9:42:23 AM | Chg.0.0000 | Bid2024-06-07 | Ask2024-06-07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.9600EUR | 0.00% | 3.7400 Bid Size: 2,000 |
4.1600 Ask Size: 2,000 |
Foot Locker Inc | 40.00 - | 2025-12-17 | Call |
Master data
WKN: | HD1KMZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-01-02 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.47 |
Leverage: | Yes |
Calculated values
Fair value: | 3.78 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.65 |
Historic volatility: | 0.59 |
Parity: | -15.22 |
Time value: | 4.53 |
Break-even: | 44.53 |
Moneyness: | 0.62 |
Premium: | 0.80 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.25 |
Spread %: | 5.84% |
Delta: | 0.45 |
Theta: | -0.01 |
Omega: | 2.48 |
Rho: | 0.10 |
Quote data
Open: | 3.9600 |
---|---|
High: | 3.9600 |
Low: | 3.9600 |
Previous Close: | 3.9600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.84% | ||
---|---|---|---|
1 Month | +17.86% | ||
3 Months | +4.49% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.9100 | 3.9600 |
---|---|---|
1M High / 1M Low: | 4.9100 | 2.8200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.4600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.4713 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.25% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |