UniCredit Call 45 FL 18.12.2024
/ DE000HC7Y997
UniCredit Call 45 FL 18.12.2024/ DE000HC7Y997 /
| 2024-05-13 1:35:38 PM |
Chg.-0.08 |
Bid4:04:00 PM |
Ask4:04:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-7.02% |
1.16
Bid Size: 10,000 |
1.20
Ask Size: 10,000 |
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: |
0.73 |
| Historic volatility: |
0.64 |
| Parity: |
-19.40 |
| Time value: |
1.21 |
| Break-even: |
42.99 |
| Moneyness: |
0.54 |
| Premium: |
0.92 |
| Premium p.a.: |
1.97 |
| Spread abs.: |
0.04 |
| Spread %: |
3.42% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.02 |
Quote data
| Open: |
1.01 |
| High: |
1.06 |
| Low: |
1.01 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.07% |
| 1 Month |
|
|
+20.45% |
| 3 Months |
|
|
-66.35% |
| YTD |
|
|
-69.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.99 |
| 1M High / 1M Low: |
1.15 |
0.39 |
| 6M High / 6M Low: |
4.99 |
0.39 |
| High (YTD): |
2024-03-05 |
4.99 |
| Low (YTD): |
2024-05-02 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.08% |
| Volatility 6M: |
|
271.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
