UC WAR. PUT 09/24 WOO/ DE000HD03RZ9 /
| 27/05/2024 15:41:21 | Chg.0.0000 | Bid15:51:19 | Ask15:51:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0700EUR | 0.00% | 1.9800 Bid Size: 6,000 |
2.1400 Ask Size: 6,000 |
Foot Locker Inc | 20.00 - | 18/09/2024 | Put |
Master data
| WKN: | HD03RZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| 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): | 30/04/2024 | 2.5200 |
| Low (YTD): | 28/02/2024 | 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: | - |
