UniCredit Put 20 FL 15.01.2025
/ DE000HD03U43
UniCredit Put 20 FL 15.01.2025/ DE000HD03U43 /
01/08/2024 09:00:01 |
Chg.-0.21 |
Bid10:47:00 |
Ask10:47:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.91EUR |
-18.75% |
0.96 Bid Size: 4,000 |
1.36 Ask Size: 4,000 |
Foot Locker Inc |
20.00 - |
15/01/2025 |
Put |
Master data
WKN: |
HD03U4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Foot Locker Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
15/01/2025 |
Issue date: |
23/10/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.61 |
Parity: |
-6.85 |
Time value: |
1.19 |
Break-even: |
18.81 |
Moneyness: |
0.74 |
Premium: |
0.30 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.07 |
Spread %: |
6.25% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-3.77 |
Rho: |
-0.03 |
Quote data
Open: |
0.91 |
High: |
0.91 |
Low: |
0.91 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.74% |
1 Month |
|
|
-56.25% |
3 Months |
|
|
-73.24% |
YTD |
|
|
-50.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.51 |
1.12 |
1M High / 1M Low: |
2.15 |
1.12 |
6M High / 6M Low: |
3.40 |
0.98 |
High (YTD): |
30/04/2024 |
3.40 |
Low (YTD): |
06/03/2024 |
0.98 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.36% |
Volatility 6M: |
|
273.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |