UC WAR. PUT 09/24 WOO/ DE000HD03RZ9 /
| 16/07/2024 19:41:45 | Chg.-0.2100 | Bid21:11:46 | Ask21:11:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -31.82% | 0.3400 Bid Size: 10,000 |
- Ask Size: 10,000 |
Foot Locker Inc | 20.00 - | 18/09/2024 | Put |
Master data
| WKN: | HD03RZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -30.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.60 |
| Parity: | -1.95 |
| Time value: | 0.71 |
| Break-even: | 19.29 |
| Moneyness: | 0.91 |
| Premium: | 0.12 |
| Premium p.a.: | 0.92 |
| Spread abs.: | 0.05 |
| Spread %: | 7.58% |
| Delta: | -0.26 |
| Theta: | -0.01 |
| Omega: | -8.15 |
| Rho: | -0.01 |
Quote data
| Open: | 0.6600 |
|---|---|
| High: | 0.6600 |
| Low: | 0.4500 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -45.12% | ||
|---|---|---|---|
| 1 Month | -46.43% | ||
| 3 Months | -80.85% | ||
| YTD | -70.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.4000 |
| 6M High / 6M Low: | 2.5200 | 0.4000 |
| High (YTD): | 30/04/2024 | 2.5200 |
| Low (YTD): | 24/06/2024 | 0.4000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7224 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4850 | |
| Avg. volume 6M: | 8.2441 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 271.13% | |
| Volatility 6M: | 260.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
