UC WAR. PUT 01/25 WOO/ DE000HD03U43 /
2024-08-02 9:42:02 PM | Chg.+0.2200 | Bid9:58:26 PM | Ask9:58:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4900EUR | +17.32% | 1.3900 Bid Size: 4,000 |
1.6300 Ask Size: 4,000 |
Foot Locker Inc | 20.00 - | 2025-01-15 | Put |
Master data
WKN: | HD03U4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-10-23 |
Last trading day: | 2025-01-14 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -14.76 |
Leverage: | Yes |
Calculated values
Fair value: | 1.72 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.59 |
Historic volatility: | 0.61 |
Parity: | -4.21 |
Time value: | 1.64 |
Break-even: | 18.36 |
Moneyness: | 0.83 |
Premium: | 0.24 |
Premium p.a.: | 0.61 |
Spread abs.: | 0.24 |
Spread %: | 17.14% |
Delta: | -0.24 |
Theta: | -0.01 |
Omega: | -3.48 |
Rho: | -0.03 |
Quote data
Open: | 0.9400 |
---|---|
High: | 1.4900 |
Low: | 0.9400 |
Previous Close: | 1.2700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -30.70% | ||
3 Months | -52.09% | ||
YTD | -24.37% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4900 | 1.1600 |
---|---|---|
1M High / 1M Low: | 2.1500 | 1.1600 |
6M High / 6M Low: | 3.4100 | 1.1600 |
High (YTD): | 2024-04-30 | 3.4100 |
Low (YTD): | 2024-07-31 | 1.1600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.6478 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2347 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 125.56% | |
Volatility 6M: | 184.25% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |