UC WAR. PUT 12/24 WOO/ DE000HC6ZZP7 /
| 5/28/2024 5:40:37 PM | Chg.-0.0200 | Bid5/28/2024 | Ask5/28/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | -6.67% | 0.2700 Bid Size: 100,000 |
0.2800 Ask Size: 100,000 |
Foot Locker Inc | 20.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC6ZZP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/26/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -6.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.58 |
| Parity: | -0.03 |
| Time value: | 0.31 |
| Break-even: | 16.90 |
| Moneyness: | 0.98 |
| Premium: | 0.17 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.02 |
| Spread %: | 6.90% |
| Delta: | -0.38 |
| Theta: | -0.01 |
| Omega: | -2.50 |
| Rho: | -0.06 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3000 |
| Low: | 0.2800 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.45% | ||
|---|---|---|---|
| 1 Month | -9.68% | ||
| 3 Months | +100.00% | ||
| YTD | +33.33% | ||
| 1 Year | -20.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2600 |
| 6M High / 6M Low: | 0.3500 | 0.1300 |
| High (YTD): | 4/30/2024 | 0.3500 |
| Low (YTD): | 2/27/2024 | 0.1300 |
| 52W High: | 8/23/2023 | 0.6500 |
| 52W Low: | 2/27/2024 | 0.1300 |
| Avg. price 1W: | 0.2960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2960 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2506 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3235 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 77.29% | |
| Volatility 6M: | 173.92% | |
| Volatility 1Y: | 150.92% | |
| Volatility 3Y: | - |
