UC WAR. PUT 06/25 WOO/ DE000HC7N4V1 /
| 11/14/2024 9:40:37 PM | Chg.+0.1300 | Bid9:58:55 PM | Ask9:58:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7600EUR | +4.94% | 2.7300 Bid Size: 10,000 |
2.8400 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: | -8.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.58 |
| Parity: | -3.02 |
| Time value: | 2.76 |
| Break-even: | 17.24 |
| Moneyness: | 0.87 |
| Premium: | 0.25 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.12 |
| Spread %: | 4.55% |
| Delta: | -0.29 |
| Theta: | -0.01 |
| Omega: | -2.38 |
| Rho: | -0.06 |
Quote data
| Open: | 2.4700 |
|---|---|
| High: | 2.7600 |
| Low: | 2.4700 |
| Previous Close: | 2.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.09% | ||
|---|---|---|---|
| 1 Month | +1.10% | ||
| 3 Months | +33.98% | ||
| YTD | -7.69% | ||
| 1 Year | -44.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6300 | 2.5300 |
|---|---|---|
| 1M High / 1M Low: | 2.8700 | 2.4700 |
| 6M High / 6M Low: | 4.0200 | 1.5800 |
| High (YTD): | 4/30/2024 | 4.3500 |
| Low (YTD): | 9/2/2024 | 1.5800 |
| 52W High: | 11/14/2023 | 4.9700 |
| 52W Low: | 9/2/2024 | 1.5800 |
| Avg. price 1W: | 2.5640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6457 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6780 | |
| Avg. volume 6M: | 3.2727 | |
| Avg. price 1Y: | 3.0391 | |
| Avg. volume 1Y: | 1.7891 | |
| Volatility 1M: | 62.18% | |
| Volatility 6M: | 93.02% | |
| Volatility 1Y: | 98.71% | |
| Volatility 3Y: | - |
