UC WAR. PUT 09/24 WOO/ DE000HD03RZ9 /
| 8/2/2024 9:40:13 PM | Chg.+0.1200 | Bid9:56:46 PM | Ask9:56:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | +33.33% | 0.4100 Bid Size: 8,000 |
0.6500 Ask Size: 8,000 |
Foot Locker Inc | 20.00 - | 9/18/2024 | Put |
Master data
| WKN: | HD03RZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -37.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.61 |
| Parity: | -4.21 |
| Time value: | 0.65 |
| Break-even: | 19.35 |
| Moneyness: | 0.83 |
| Premium: | 0.20 |
| Premium p.a.: | 3.27 |
| Spread abs.: | 0.24 |
| Spread %: | 58.54% |
| Delta: | -0.18 |
| Theta: | -0.02 |
| Omega: | -6.67 |
| Rho: | -0.01 |
Quote data
| Open: | 0.0010 |
|---|---|
| High: | 0.4800 |
| Low: | 0.0010 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +54.84% | ||
|---|---|---|---|
| 1 Month | -47.25% | ||
| 3 Months | -78.38% | ||
| YTD | -68.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.2800 |
| 6M High / 6M Low: | 2.5200 | 0.2800 |
| High (YTD): | 4/30/2024 | 2.5200 |
| Low (YTD): | 7/31/2024 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5490 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3557 | |
| Avg. volume 6M: | 8.2441 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 361.93% | |
| Volatility 6M: | 290.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
