UC WAR. PUT 06/25 WOO/ DE000HC7N4V1 /
| 17/09/2024 21:41:39 | Chg.-0.1300 | Bid21:55:00 | Ask21:55:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0900EUR | -5.86% | 2.0800 Bid Size: 10,000 |
2.1400 Ask Size: 10,000 |
Foot Locker Inc | 20.00 - | 18/06/2025 | Put |
Master data
| WKN: | HC7N4V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -10.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.55 |
| Parity: | -3.95 |
| Time value: | 2.34 |
| Break-even: | 17.66 |
| Moneyness: | 0.83 |
| Premium: | 0.26 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.24 |
| Spread %: | 11.43% |
| Delta: | -0.25 |
| Theta: | -0.01 |
| Omega: | -2.59 |
| Rho: | -0.06 |
Quote data
| Open: | 1.9700 |
|---|---|
| High: | 2.0900 |
| Low: | 1.9700 |
| Previous Close: | 2.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.13% | ||
|---|---|---|---|
| 1 Month | +16.11% | ||
| 3 Months | -32.14% | ||
| YTD | -30.10% | ||
| 1 Year | -64.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6500 | 2.0900 |
|---|---|---|
| 1M High / 1M Low: | 2.6500 | 1.5800 |
| 6M High / 6M Low: | 4.3500 | 1.5800 |
| High (YTD): | 30/04/2024 | 4.3500 |
| Low (YTD): | 02/09/2024 | 1.5800 |
| 52W High: | 27/09/2023 | 6.2300 |
| 52W Low: | 02/09/2024 | 1.5800 |
| Avg. price 1W: | 2.3220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0336 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0343 | |
| Avg. volume 6M: | 3.3488 | |
| Avg. price 1Y: | 3.4707 | |
| Avg. volume 1Y: | 1.7891 | |
| Volatility 1M: | 141.83% | |
| Volatility 6M: | 89.67% | |
| Volatility 1Y: | 96.46% | |
| Volatility 3Y: | - |
