UC WAR. PUT 06/25 WOO/ DE000HC7N4V1 /
| 11/15/2024 9:41:11 PM | Chg.+0.1300 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8900EUR | +4.71% | 2.6400 Bid Size: 10,000 |
3.0900 Ask Size: 10,000 |
Foot Locker Inc | 20.00 - | 6/18/2025 | Put |
Master data
| WKN: | HC7N4V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/23/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -7.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.44 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.58 |
| Parity: | -2.42 |
| Time value: | 3.09 |
| Break-even: | 16.91 |
| Moneyness: | 0.89 |
| Premium: | 0.25 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.45 |
| Spread %: | 17.05% |
| Delta: | -0.30 |
| Theta: | -0.01 |
| Omega: | -2.20 |
| Rho: | -0.06 |
Quote data
| Open: | 2.5500 |
|---|---|
| High: | 2.9000 |
| Low: | 2.5500 |
| Previous Close: | 2.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.45% | ||
|---|---|---|---|
| 1 Month | +16.06% | ||
| 3 Months | +60.56% | ||
| YTD | -3.34% | ||
| 1 Year | -41.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8900 | 2.5400 |
|---|---|---|
| 1M High / 1M Low: | 2.8900 | 2.4900 |
| 6M High / 6M Low: | 4.0200 | 1.5800 |
| High (YTD): | 4/30/2024 | 4.3500 |
| Low (YTD): | 9/2/2024 | 1.5800 |
| 52W High: | 11/16/2023 | 4.9500 |
| 52W Low: | 9/2/2024 | 1.5800 |
| Avg. price 1W: | 2.6740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6628 | |
| Avg. volume 6M: | 3.2727 | |
| Avg. price 1Y: | 3.0232 | |
| Avg. volume 1Y: | 1.7891 | |
| Volatility 1M: | 56.50% | |
| Volatility 6M: | 93.23% | |
| Volatility 1Y: | 98.80% | |
| Volatility 3Y: | - |
