UC WAR. PUT 09/24 WOO/ DE000HD03RZ9 /
2024-05-27 9:40:15 AM | Chg.0.0000 | Bid10:30:40 AM | Ask10:30:40 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0700EUR | 0.00% | 1.5700 Bid Size: 2,000 |
2.5500 Ask Size: 2,000 |
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: | -9.60 |
Leverage: | Yes |
Calculated values
Fair value: | 2.30 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.54 |
Historic volatility: | 0.58 |
Parity: | -0.35 |
Time value: | 2.12 |
Break-even: | 17.88 |
Moneyness: | 0.98 |
Premium: | 0.12 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.04 |
Spread %: | 1.92% |
Delta: | -0.40 |
Theta: | -0.01 |
Omega: | -3.86 |
Rho: | -0.03 |
Quote data
Open: | 2.0700 |
---|---|
High: | 2.0700 |
Low: | 2.0700 |
Previous Close: | 2.0700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.08% | ||
---|---|---|---|
1 Month | -4.17% | ||
3 Months | +176.00% | ||
YTD | +38.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0900 | 1.9300 |
---|---|---|
1M High / 1M Low: | 2.5200 | 1.6900 |
6M High / 6M Low: | 3.0200 | 0.7400 |
High (YTD): | 2024-04-30 | 2.5200 |
Low (YTD): | 2024-02-28 | 0.7400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0305 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7523 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 102.55% | |
Volatility 6M: | 217.74% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |