UC WAR. PUT 09/24 WOO/ DE000HD03RZ9 /
| 2024-05-23 9:41:23 PM | Chg.+0.1600 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0900EUR | +8.29% | 2.1100 Bid Size: 12,000 |
2.1500 Ask Size: 12,000 |
Foot Locker Inc | 20.00 - | 2024-09-18 | Put |
Master data
| WKN: | HD03RZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -10.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.58 |
| Parity: | -1.08 |
| Time value: | 1.93 |
| Break-even: | 18.07 |
| Moneyness: | 0.95 |
| Premium: | 0.14 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.04 |
| Spread %: | 2.12% |
| Delta: | -0.36 |
| Theta: | -0.01 |
| Omega: | -3.91 |
| Rho: | -0.03 |
Quote data
| Open: | 1.9300 |
|---|---|
| High: | 2.0900 |
| Low: | 1.9300 |
| Previous Close: | 1.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.69% | ||
|---|---|---|---|
| 1 Month | -4.13% | ||
| 3 Months | +120.00% | ||
| YTD | +39.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1700 | 1.9300 |
|---|---|---|
| 1M High / 1M Low: | 2.5200 | 1.6900 |
| 6M High / 6M Low: | 3.2000 | 0.7400 |
| High (YTD): | 2024-04-30 | 2.5200 |
| Low (YTD): | 2024-02-28 | 0.7400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0419 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7698 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.60% | |
| Volatility 6M: | 217.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
