UniCredit Call 35 FL 18.09.2024
/ DE000HD03RX4
UniCredit Call 35 FL 18.09.2024/ DE000HD03RX4 /
| 2024-06-06 9:16:20 AM |
Chg.-0.180 |
Bid10:30:15 AM |
Ask10:30:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-20.45% |
0.730
Bid Size: 5,000 |
1.100
Ask Size: 5,000 |
Foot Locker Inc |
35.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD03RX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.59 |
| Parity: |
-10.22 |
| Time value: |
1.05 |
| Break-even: |
36.05 |
| Moneyness: |
0.71 |
| Premium: |
0.45 |
| Premium p.a.: |
2.73 |
| Spread abs.: |
0.25 |
| Spread %: |
31.25% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
5.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
-27.84% |
| 3 Months |
|
|
-88.69% |
| YTD |
|
|
-84.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
0.660 |
| 1M High / 1M Low: |
1.360 |
0.530 |
| 6M High / 6M Low: |
6.510 |
0.530 |
| High (YTD): |
2024-02-23 |
6.510 |
| Low (YTD): |
2024-05-28 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.37% |
| Volatility 6M: |
|
248.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
