UC WAR. PUT 06/25 WOO/ DE000HD83AS2 /
2024-09-09 3:42:06 PM | Chg.+0.0400 | Bid4:20:10 PM | Ask4:20:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3600EUR | +3.03% | 1.3400 Bid Size: 50,000 |
1.3500 Ask Size: 50,000 |
Foot Locker Inc | 40.00 USD | 2025-06-18 | Put |
Master data
WKN: | HD83AS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 USD |
Maturity: | 2025-06-18 |
Issue date: | 2024-08-20 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -1.75 |
Leverage: | Yes |
Calculated values
Fair value: | 1.31 |
---|---|
Intrinsic value: | 1.25 |
Implied volatility: | 0.61 |
Historic volatility: | 0.55 |
Parity: | 1.25 |
Time value: | 0.10 |
Break-even: | 22.58 |
Moneyness: | 1.53 |
Premium: | 0.04 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.02 |
Spread %: | 1.50% |
Delta: | -0.68 |
Theta: | -0.01 |
Omega: | -1.20 |
Rho: | -0.23 |
Quote data
Open: | 1.3100 |
---|---|
High: | 1.3600 |
Low: | 1.3100 |
Previous Close: | 1.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +34.65% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3200 | 1.0100 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |