UC WAR. PUT 01/25 WOO/ DE000HD03U43 /
| 7/9/2024 9:40:01 PM | Chg.+0.0300 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0500EUR | +1.49% | 2.0100 Bid Size: 10,000 |
2.0600 Ask Size: 10,000 |
Foot Locker Inc | 20.00 - | 1/15/2025 | Put |
Master data
| WKN: | HD03U4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 10/23/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -10.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.60 |
| Parity: | -1.47 |
| Time value: | 2.09 |
| Break-even: | 17.91 |
| Moneyness: | 0.93 |
| Premium: | 0.17 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.05 |
| Spread %: | 2.45% |
| Delta: | -0.33 |
| Theta: | -0.01 |
| Omega: | -3.43 |
| Rho: | -0.05 |
Quote data
| Open: | 2.0200 |
|---|---|
| High: | 2.0800 |
| Low: | 2.0100 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.65% | ||
|---|---|---|---|
| 1 Month | +12.64% | ||
| 3 Months | -25.18% | ||
| YTD | +4.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1500 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.1500 | 1.5800 |
| 6M High / 6M Low: | 3.4100 | 1.2900 |
| High (YTD): | 4/30/2024 | 3.4100 |
| Low (YTD): | 2/27/2024 | 1.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8938 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3415 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.29% | |
| Volatility 6M: | 179.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
